drivers are what allows your operating system, eg. Windows, to "see and use" your hardware, eg CPU, graphics etc.
With almost all hardware you buy, the drivers will come with it on a disk, but usually the latest ones are on the manufacturers website.
Windows, particularly 7 and onwards, has many built in compatibility drivers, so even if you haven't installed anything specific for your graphics etc, it will still work to a limited extent. This then allows you to install the proper drivers from within windows.