Let's start by explaining what exploits are. An exploit is any type of script or virus that exploits vulnerabilities to create unexpected behaviors in a software, and through appropriate commands, make it perform actions not originally foreseen.
All this happens if the software has vulnerabilities (e.g. software version not updated). Exploits can be of two types: remote or local. A remote exploit is an exploit in which it is not necessary to have physical access to the victim's machine, as it uses a communication network to contact the victim machine.
While local exploits necessarily require physical access to the victim's machine. Exploit kits are tools or software designed to run on web servers for the purpose of identifying vulnerabilities, so as to load and execute malicious code in them.
In summary, the exploit kits are nothing more than instructions in various languages ​​that can exploit a vulnerability in an internet page or in a software and allow the attacker full access to our system.
Some of the most famous are: Neutrino (kit from Russia with multiple exploits in java language), Angler (Known for its ability to quickly generate 0days vulnerabilities) and Blackhole Kit (exploits the vulnerabilities of old browser versions such as Firefox, Chrome, Internet Explorer and Safari and popular plugins such as Adobe Flash, Adobe Acrobat and Java).

How to defend yourself?

You must use antivirus, configure your local network with firewalls and vpn (to be more secure!), You must not use public access points (as they are the most attack-prone) without due protection (for example a vpn!) , always keep software and anti-virus up-to-date and browse sites with SSL (Security Socket Layer) certificates, which allows the secure exchange of information.