The Nether is an alternate world which it is possible to enter via a Nether Portal. Portals can be activated by anyone who is able to use flint & steel - which means donors of the Nether level or higher, and admins.
Be aware that the Nether can be regenerated at any time so anything constructed there will be wiped out. Glowstone is a popular item to obtain in the nether, however Ghasts can make the task difficult. Glowstone has also become rare in high-traffic areas due to the amount of people who have mined it.
Donor movement commands are available in the nether to those with the Nether Donation Package.