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