If you are doing your own design then you can export a .STL, but sometimes if you are buying a model on-line it is in .OBJ format.
Either one will work in most good slicer programs. And your design program can import an .obj and export it as a .stl.
A slicer program is just taking your model, slicing it in in multiple vertical layers as oriented in your print with a thicknesses that your printer can print, say 25 microns, 50 microns or 100microns.