ADB is a command line tool that allows you to interact with a connected device (USB or WiFi).
To be able to use it, USB Debugging must be enabled on the device, this is found under Developer Options
Location
Adb and other tools as well can be found with the sdk which might be located at the following (on Windows) unless you specify somewhere else: C:\Users\<Username>\AppData\Local\Android\sdk\
ADB Commands
Install apk
adb install <file name>.apk
Update apk
adb install -r
Uninstall apk
adb uninstall