Structured Data Markups are pieces of code that are placed around the most important bits of information on a page.
Schema.org is an excellent place to find examples of all of the different types of markups.
Markups apply to many types of information types.
Markups can be found also by using a site such as NerdyData.com & searching for a piece of code you found on schema.org, which you can then copy & paste into Googles Structured Data Testing Tool & swap out with your sites data, while validating your code.
Structured Data Markups are also important for Voice Search, as they power Rich Results, which are often served for voice queries.