where does one get $_REQUEST in php code example

Example: what does $request do in php

$message = "";

if($_REQUEST['msg'] == "new"){
    $message = "New User has been added successfully";
}else if($_REQUEST['msg'] == 'edit'){
    $message = "User has been saved successfully";
}else if($_REQUEST['msg'] == 'update'){
    $message = "User(s) has been Updated successfully";
}