A "Chiller" is a device used to quickly chill your hot wort after boiling it. There are a few different types:
a) Immersion Chiller (IC). The standard chiller. Just a coil of copper or Stainless that you connect to a hose or faucet and run cold water through. You put it in your boil kettler and swirl your hot wort around. The cold is transferred to the wort through the copper coil and the swirling keep the wort moving so it can chill more effectively.
b) CounterFlow Chiller (CFC). This is a coil of copper inside a rubber hose. Cold water is run through the hose from the bottom up, while hot wort is run through the copper tubing inside the hose. The effect is that the chiller is generally somewhat more efficient and the device is slightly more expensive to build.
c) Plate Chiller (PC). This is a chiller that works in much the same manner as a CFC, but using a more efficient design. They are not hand made, but are usually purchased for some amount of money more than a CFC ($80 plus).
IC's are easy to build and easy to use and clean. They are pretty effective. They chill the entire volume of wort at the same time.
CFC's are slightly more efficient, but are susceptible to blockage from hop debris and whatnot if you are not careful. They also only chill the wort that has passed through them, using gravity feed. When a pump is used, the chilled wort can be sent back into the kettle so the whole volume of wort is affected.
PC's same as CFC, but they are more compact and in general slightly more efficient than a CFC.
You say you want to use this for Lager brewing, but a Chiller (IMO) is an essential device for ANY brewing (unless you decide to do "no-chill" brewing, which is a whole different discussion.)
For lagering, you would want a Fermentation Chamber or device for keeping your fermenting beer at a constant low temperature. They are especially useful for lagers because lagers generally need to be at a temperature lower than room temp, or lower than can be maintained using simple devices. They are usually made form spare fridges or freezers, or can be fashioned out of an insulated box and a chilling device (guts from a mini-fridge, AC device, etc.) They are usually paired with a controller of some sort, such as a Ranco, Johnson, or STC-1000.