Weird question...

Does anybody ever watch pro players on twitch and see them press a button or something and get that little white window in the middle of their screen with a bunch of different apps in it that they can switch to? Would someone PLEASE be so kind as to inform me of what this is and how i can get it??? Also im on windows

So this is such a random thing im sorry for putting this crap on the forums but this is driving me crazy!!! If you'd help me that would be