Supply drops are a way to gain new weapons and weapon mods. They are often called loot crates, or just crates.
Supply drops are purchased with Requisition Points. There are four types: standard, superior, artificer, and relic. While the content of a supply drop is randomized, a character will never get the same result twice. Once a character has every possible reward from a given type, no more supply drops of that type can be purchased.
Details of supply drop contents are on faction-specific pages: space marine supply drop, chaos supply drop, ork supply drop, and eldar supply drop.