"Aftermarket" is a term used to describe parts that are not made by the factory. So for example, for your BMW 4 Series, if you buy parts for your car that are not actually made by BMW, then those are termed "aftermarket". Many people use the term "4 Series aftermarket parts" specifically when referring to custom parts for the 4 Series, like performance parts or custom appearance parts. But even if you just replace your 4 Series brake pads with OEM-grade factory-style brake pads that are not made by BMW, those too are aftermarket 4 Series parts. Over the course of a vehicle's life, it almost certainly will have aftermarket parts installed in it at some point, even if the vehicle is never actually "modded out".