for questions on the bootloader, which is kind of "BIOS mode" on Android devices
The bootloader (also called "SPL" for "Secondary Program Loader") is started shortly after the device's basic checks (baseband, the "primary loader") and is responsible for loading the (Android) OS. It can be used to boot different custom ROMs besides the stock firmware, sometimes even a different Linux distribution, if the bootloader is unlocked.
You can compare the combination of Baseband + Bootloader with the BIOS of a PC + boot manager (e.g. Grub/LiLo, which are also called "Second Stage Bootloaders"). One can boot directly into bootloader mode1 (like one boots into BIOS) for special operations. This is e.g. required for operating fastboot, odin and heimdall.
Side-note: As this is a very rudimentary/basic mode, there's no adb available here, nor do the settings made in Android itself (e.g. usb-debugging) have any effect here, naturally.
1 For how to get into bootloader mode, please check our fastboot tag-wiki.