xcode-select --install

I am trying to use my iphone as a camera in zoom and other programs. Epoccam directed me to this workaround in zoom, beginning with pasting: "xcode-select --install" into the terminal, an application I never saw before. When I saw how long it would take to download, I tried to cancel, quit or otherwise stop the installation, but was unable to. 

What have I installed? Why couldn't I "stop" it? And have I invited any security and/or technical issue into this new Macbook Air? 

Also, why does the installed camera on this suck so bad (joke)? Thanks!