Lubricants are meant to heighten sexual pleasure. It is a kind of gel that makes penetration smoother and easier and makes a hand job more exciting. Sex feels better if the body parts are slippery. You use it by putting lube in your hand and spreading it around with your fingers.
For intercourse you need a water-based lubricant. Oil based lubricants can easily cause a vaginal infection and it destroys latex, increasing the risk the condom will break.
When you give a guy a blow job and use a condom put some water-based lube on his penis before you put the condom on. It will make the sensations he has stronger. If you use a barrier when you eat a girl out fiirst spread some water-based lube on her clitoris and inner lips, enhancing her enjoyment.
If you use water-based lube for a hand job it might dry up after a while. You only need to add some saliva or water to revive it. So keep a water spray bottle at hand. If you have no plans to give a blow job or have intercourse afterwards you can also use oil-based lube.
With anal sex you need to use lots of water-based lubricant to avoid pain and keep the condom from breaking.

You can buy lube at drugstores and pharmacies. There are several brands to choose from. Buy different kinds and try them out to see what works best for you. In the Netherlands they are normally stored next to the condoms.