Action movies often use special effects to create images that would be dangerous or cost a lot of money. For example, if an action movie shows a very big battleship blowing up, it would be expensive to buy a battleship and dangerous to blow it up. Most action movies use special effects if they want to show something blow up. It is cheaper and safer to make a little model of a battleship and blow that up.
Science fiction, fantasy, horror, and history movies also often use special effects. They usually tell imaginary stories, often set in imaginary places, that would be impossible to film. For example, in a science fiction movie about a world with three suns, artists could create a computer image of three suns which would appear in the background.
Using a computer to create special effects is called "computer generated imagery" (CGI) or "computer animation". Most science fiction, fantasy, and horror movies, and some history movies and some documentaries from the 2000s use a lot of CGI.