CKAN is an open-source software platform for publishing data. data.gov.uk is one of many examples where it's used to help implement 'open government data' programmes (in this case, from the UK government). It's also used to publish, e.g., scientific data.
The first ever instance of CKAN was originally called 'The Comprehensive Knowledge Archive Network' and was at ckan.net - hence the name. This is the history of the name, but the software is just called CKAN. The old ckan.net is still running at datahub.io.
CKAN development targets Ubuntu Linux but it can also be installed on most other common operating systems. It's a web platform so users (both publishers and data users) will interact with it via a web interface, though other applications can interact with it via its APIs.
(Disclaimer: I work for the Open Knowledge Foundation, which maintains CKAN.)