it's a desktop environment (DE). it's the K DE. nearly every program made with its development kit has a name that starts with k. why? idk.
you can't change it in Windows, so it might be a very unfamiliar idea. it's what sets up your desktop with a task bar, window decorations, system tray, etc that you expect to see, but you can change it in any way you like, and even change DE to a different program if you like. KDE is "recommended for beginners" but it's really memory-heavy for no good reason, and other DEs exist which do the same things just as well in far less resources. Gnome is the other most popular DE for linux. i prefer Cinnamon, or MATE, both of which are forks of Gnome 2, which preserves that Win95 feel instead of the modern "locked down af, rounded corners on everything" feel of Gnome 3.