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