When something — like a movie or piece of music — reaches its most important or exciting part, that's the climax. A climax is a high point.
When you're on a roller coaster and you reach the highest point, that's the climax of the ride. This word is also used often in art and entertainment. In an adventure movie, there's usually a moment near the end when there's a lot of danger, suspense, and action — a point the whole movie has been building towards. That's the climax. After a climax, tension is released and things calm down. After a climax, you probably want to say "Whew!"