It would be good to know in what context you have seen it when you are referring to Query in Excel.
Generally when you are talking about a query in Excel, you mean that the data is stored somewhere, either in an External database (eg SQL Server, MS Access, Azure etc) or other External source (eg text file, web site) or even in Excel either the same workbook or other workbooks.
The Query is meant to retrieve some or all of the data from the external source. eg some or all of the fields, some or all of the records. It also generally handles doing any conversions to make it Excel Friendly.
Excel used to use Microsoft Query but although it is still there hardly anyone would still use it.
The tool of choice is Microsoft Power Query.
When you first start using it, it is essentially like recording a Macro. You pick items off a menu and it records the steps.
Like a macro it can hard code column and other references, so to make it more flexible you eventually need to delve into the code which is called the M Language.