Hi.
Sideloading just means getting an app on your phone without going through the official app store. Cydia Impactor is one way to sideload apps onto an iOS device. All you have to do is open it up, select the file to sideload, enter your Apple credentials, and off you go. There are four types of jailbreaks for iOS devices.
Tethered jailbreaks are the least desirable because they require you to have access to the jailbreak tool on a computer every time you want to reboot your device. If you're out and about with no access to a computer and your device reboots or shuts down, you're simply out of luck.
Semi-tethered jailbreaks are similar to tethered jailbreaks, but your device will still be able to boot to the non-jailbroken state. However, you still have to use a computer to re-jailbreak.
Semi-untethered jailbreaks boot to the non-jailbroken state just like semi-tethered jailbreaks. However, they don't require a computer to re-jailbreak. A sideloaded app is usually used for this purpose instead. Most jailbreaks that have come out in the last couple years have been semi-untethered.
Untethered jailbreaks are the most desirable because once you're jailbroken, you are set. Every time you boot your device, it automatically boots into the jailbroken state without you having to do anything. Jailbreaks like Absinthe and Evasi0n are untethered, but iOS 9.1 is the latest version with an untethered jailbreak available.