You have found a web request that allows you to execute commands on the server, or you have managed to find out how to upload a file that can be executed.
Your goal now is to get a shell on the machine, which will allow a comfortable exploitation.
You will use the tools installed on the server (netcat, bash, php, python, perl, ...) to open a shell on the server and connect it back to your host.

Netcat, is the Swiss army knife of connections between servers.
It can listen, connect and launch shells.

Older versions had the -e or -c option to launch a shell. Recent versions do not have this option anymore for security reasons.
On Kali there is a version 1.10 in :

/usr/bin/nc -h
    -e shell commands : program to execute
    -c shell commands : program to execute
    -l                : listen mode
    -v                : verbose
    -p port           : local port number