A churn is a container that you fill with cream and then agitate until the cream becomes butter. You may have only bought butter at the store, but your ancestors probably used a traditional plunger-type churn to make their own.
The verb churn means to mix cream until it turns into butter, separating out the buttermilk. You can make your own butter by churning it in a jar if you don't have a churn, shaking heavy cream until it becomes solid. To churn can also simply mean to agitate, like a boat might churn in a turbulent ocean, or your stomach might churn with anxiety about your big test the next day.