There is no app for CarPlay specifically. But there are CarPlay compatible apps (like Google Maps and Audible to name two 3rd party ones) as well as Apple Maps, Messenger, etc. that are already part of your iPhone.
When you plug a compatible phone into a car that supports Carplay, it should just work (after maybe acknowledging some messaging on either your iPhone or the screen in your vehicle.
There is Settings > General > CarPlay section in settings
Here is some more information about connecting your iPhone to your car - Use CarPlay with your iPhone - Apple Support