nRF Util is a PC tool that you can use to create and sign firmware packages, as well as to perform the firmware update process using a PC. The tool is used by the nRF5 SDK, and by both protocols in the nRF5 SDK for Thread and Zigbee.
nRF Util is available from the Nordic Semiconductor nRF Util GitHub repository. You can read more about it in the nRF Util documentation, where you will find information about the nRF Util installation and displaying help.
nRF Util is used by Thread only for the DFU process. For more information, type nrfutil dfu thread --help.
For Zigbee, nRF Util is used for DFU and also for generating production configuration HEX files (see nRF Util documentation about HEX files for Zigbee).
For the list of Zigbee-specific commands, type nrfutil zigbee --help. For more information about Zigbee DFU, type nrfutil dfu zigbee --help.