Unity has built in physics engine which allow you to simulate physics for gravity, collisions and other various needs.
To get physics working you need colliders on your objects and at least one needs a rigidbody component. It is the main component that enables physical behaviors of your game objects.
When the rigidbody attached to your game object it will use gravity unless it is turned off like below
The collider is the component that allows a collision to be noticed by the physics system.
Many of the Unity primitives come equipped with an appropriate collider when we create them.
It is important to note that for a collision to occur, both objects involved in the collision must have a collider attached. While only 1 of the objects involved requires a rigidbody. Unless Is Trigger is checked I will explain that in a different article.