A wok is a deep, rounded pan that's used for cooking, especially stir frying. If you've eaten at a Chinese restaurant, you've had food cooked in a wok.
A wok is shaped like a big, deep bowl, and while it's most common in South China, it's used all over Asia, and increasingly in the rest of the world as well. The shape of a wok works particularly well for stir frying; the bottom gets much hotter than the sides, and food can be cooked quickly. The word wok comes from Cantonese, and it was first used in English in the mid-20th century.