Some aqauriums come "drilled" and are known as "reef" ready. Those require a sump as they have built in overflows that drain the water out of the aquarium.
A sump is an extra tank, usually kept underneath the display aquarium that houses your heater, skimmers, probes, etc. water flows by an overflow box into it, and then is pumped back.
Some folks also incorporate a "refugium" into it for extra filtration, pod growth ect.