The net command in Stata is a tool that allows users to install and manage user-written packages from the internet. With net, it's possible to search for and install new Stata additions, user-written programs, and data directly into your local Stata environment. Sort of like a package manager or a wrapper command to interface with a package manager, with the caveat that it's less comprehensive than package managers in other programming languages or environments. For one thing, it doesn't automatically manage dependencies or updates. Consequently such aspects need to be handled by the user manually.
Basic syntax is net search word, for instance:
net search econometrics
Then when we find something useful (in this case we'll take the first example in the list), we can get more info by using the net describe command and install it by using net install, like so:
net describe st0603, from (http://www.stata-journal.com/software/sj20-2)
net install st0603, from (http://www.stata-journal.com/software/sj20-2)
Worth noting is that Stata has a more advanced package management system called ssc, more on that in another post.