package files are possible extensions for CODESYS from version V3.4. They can include multiple content such as devices, libraries, projects, version profiles, plug-in components as extensions for CODESYS as well as documentation.
As Edwin said: you can install packages from the file system. In addition to that in CODESYS V3 (from version V3.4) under the menu command Tools
you will find the so called Package Manager. There you can directly install or de-install those packages.
From version V3.5 SP2 the access to the CODESYS store is fully integrated: this means there is Store button which opens the store with the integrated browser. The advantage is that you can directly install packages into CODESYS without saving them of the file system. Guess which well-known internet platform we had in mind during the development
I hope this explanation brings some light into packages