I have steam installed on my computer, but I recently found it something called steamcmd? I am not sure what it is or whether it is installed when steam is installed? What can I do with steamcmd?
The Steam Console Client or SteamCMD is a tool to install and update various dedicated servers available on Steam using a command line interface. It works with games that use the SteamPipe content system. Most games have now been migrated from HLDSUpdateTool to SteamCMD.
Short: It is used to install server applications that need Steam to run.
SteamCMD is the console only version of the Steam client. It has limited functionality and lacks a graphical user interface. For this reason it is mostly used download and update game servers in dedicated server environments, where no desktop or graphical interfaces exist.
You can also use it to download the games themselves, but most of them will require that normal Steam is also running, and you will need to login on your actual account instead of anonymous.