These are objects that lie outside of the Solar System that are nestled amongst the stars.
Objects like Nebulae, these are glowing clouds of gas and dust, along with star clusters and globular clusters which are ancient and densely packed clusters of stars that only exist around the galaxy’s core in a halo. Also galaxies themselves are known as “Deep Sky Objects”.
There are a few exceptions, but most of these objects are located within our own Milky Way Galaxy.
The Milky Way Galaxy contains several billion stars all of their own.