That’s called an autoclave and it is essentially a metal tube that I can safely seal shut and heat up. This allows me to do experiments that require high pressure or using gases like CO2.
It also allows me to heat things hotter than their boiling point without them turning into gases. E.g. No matter how much you heat water, it will only get to 100 degrees before it turns into a gas. If your reaction requires water to be liquid and at say 120 degrees you must apply a pressure to keep the water liquid at that temperature!