The ozone layer is a layer in the Earth's atmosphere containing high concentrations of ozone. It is typically said to exist between about 20 and 30km above the Earth's surface, but it does not have definite edges.
You can see this on the ozone map. Each white spot represents 10 billion billion billion molecules of ozone, and they mostly sit within the middle reaches of the stratosphere.
The ozone layer protects us from harmful radiation from the sun. In particular, it protects us from UVB, which is a type of ultraviolet radiation. Small amounts of exposure to UVB can result in sunburn, but high levels of exposure would cause us - and most other life on earth - to die.
Perhaps you are wondering how it is that ozone is able to keep out UVB radiation. Ozone is an unstable and reactive gas. Because it is so reactive, the ozone in our atmosphere is very dynamic - it is being created and destroyed all the time. When UV light passes through the ozone layer, oxygen molecules are split up into their constituent oxygen atoms. These single atoms are then able to react with other oxygen molecules, forming ozone. This process is an endothermic reaction, meaning it needs to absorb energy (in this case the UV radiation) in order to occur. This also happens in reverse - because ozone is so unstable, each ozone molecule soon splits into an oxygen molecule and an oxygen atom. This is an exothermic reaction. This means that ozone splitting results in heat which causes an increase in atmospheric temperature.
This temperature increase is what makes the stratosphere (where most of the ozone is) a distinct atmospheric layer, and differentiates it from the troposphere and the mesosphere.
When undisturbed, the constant flux of ozone being both created and destroyed maintains a consistent ozone concentration in the stratosphere…
…However, this process is not undisturbed.