An application or "app" is a program that runs on a computer or mobile device or other electronic device. An app might serve as one or the only client for some service or protocol. In the context of a proprietary service, especially one that is only accessible via the app in question, the name of the service and the name of the app might be the same and used without distinction.
Contrast to a website that a user interacts with through their web browser instead of a dedicated app.
Contrast to an API that is accessed programmatically instead of interactively by a user like an app or website would be.