"Aftermarket" is a term used to describe parts that are not made by the factory. So for example, for your Lincoln MKX, if you buy parts for your car that are not actually made by Lincoln, then those are termed "aftermarket". Many people use the term "MKX aftermarket parts" specifically when referring to custom parts for the MKX, like performance parts or custom appearance parts. But even if you just replace your MKX brake pads with OEM-grade factory-style brake pads that are not made by Lincoln, those too are aftermarket MKX 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".