What is a citation?
Any place online that lists your business name, address and phone number — a directory, a chamber of commerce, an industry association, a social profile.
It does not have to link to you. The mention itself is the citation, and that is why they are talked about separately from backlinks: a link is about authority, a citation is about identity. It is one more independent source saying that this business, with this name, exists at this number in this city.
That distinction is the whole reason to bother. Search engines and AI assistants are trying to resolve you to a single real entity. Every consistent, independent record makes that resolution more confident.