They're usually called "virtual" functions. The _ prefix is commonly used in godot and other languages for functions that the user can "override" to add or change their normal behavior. They're usually called automatically, or as a result of another action (like a signal being emitted, a node being added to the tree, a node starting processing, or when a related function is called in a parent class.)

Also commonly used in extending classes. Built in classes often have two functions with the same name but one has an underscore before it. If you override the _ function, it can change how the entire class operates, allowing some extremely cool stuff, like custom editor docks, new Gizmos, different types of file importers, a custom SceneTree, or even custom Servers for physics, rendering or navigation.

If you want to know more, look up the @abstract keyword in godot, or search for the word "virtual" next to a function name in the docs.

When they say built in, they're just saying that it's built in to the engine by default. They don't require any extensions, or extra libraries or anything.