Kodi is a program (Android App) that you install on an Amazon FireStick which is a HDMI box that plugs into the back of your TV and costs £30
Kodi is a sort of media browser same as what Smart TVs do. Once installed you add the repositories of content (Gem TV/Exodus/Phoenix etc), films, TV shows, Sport etc then you view it as either a live stream (Live TV) or streamed movies like box office on Sky.
Kodi is not an illegal program and I believe it came pre installed on some gaming platforms and you can download it from The Google Playstore for Android phones or install it on PC or MAC.