A bar review course is a series of preliminary examinations aimed at helping a law school student determine their range of abilities, skills and knowledge and their chances of passing their bar examination - which ends up providing them with their license for operating as an attorney. There are various different bar review courses available, and sometimes local jurisdictions will offer specialized ones as well, but most of the popular ones are commercial and offered by companies for a fee.
One of the crucial aspects of picking a bar review course is to stick to one's jurisdiction - that is, a student must not go outside of their jurisdiction when taking the course, as that hinders their chances of success on the actual bar examination, due to the vastly different nature of laws from state to state. There are some generalized bar review courses, aimed at covering the most common range of problems in a bar examination for all jurisdictions, but those are commonly frowned upon by law students and professors alike, due to the low level of preparedness they offer candidates.
Taking a bar review course isn't mandatory in most cases, but it's generally agreed that one's chances of passing their bar examination are very low if they don't take the course compared to if they do. Generally, law schools will be in touch with companies that provide bar review courses, and direct their students to the appropriate institutions.