BitTorrent is a P2P (peer-to-peer) application that you can use to share large files.
BitTorrent is a shared file download client, which means that large files are not downloaded from a single server. It works in the following way: when you connect you are effectively connecting to other users by means of the BitTorrent network. These other users are downloading the same thing as you and they share with you the parts of the file they have already downloaded.
This system provides great download speed because it creates multiple connections with several users at once.