To answer your question in steps:

1 An airdrop is when coins/tokens are distributed freely (you can participate by following the instructions given by the coin/token)
2 there are free websites/ twitter pages that share all airdrops
3 When participating in an airdrop in case of tokens, you need to give your Ethereum address so that you can receive the tokens. When received you can either send them to an exchange or hold them.
4 You should never send Ethereum to get an airdrop, those are scam most of the time. So if you are asked to send ethereum before receiving an airdrop you know it is a scam.

Hope this helps