Uplay (now Ubisoft Connect) was a digital distribution service used by Ubisoft for its video games. It allowed users to :

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Buy and download Ubisoft games:

Purchase and install games directly from the platform.
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Manage game libraries:

Keep track of all your Ubisoft games in one place.
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Receive updates and patches:

Automatically download updates for your installed games.
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Access exclusive content:

Get access to bonus content, DLC, and other perks for purchased games.
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Connect with friends:

See what games your friends are playing and interact with them.
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Earn rewards and unlock achievements:

Gain points and unlock achievements while playing games.

While Uplay is no longer the official name (it has been rebranded as Ubisoft Connect), the functionalities remain largely the same. If you encounter "Uplay" on a Windows machine, it likely refers to an older version of the Ubisoft Connect client or a game that still references the older name.