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