Peer review is the process of having experts in the field carefully review studies before publication to ensure they meet a high standard of quality. While it’s not a perfect system, it is a key part of the process, and studies that do not go through the peer review process should be taken with a high degree of skepticism.
That said not all journals that say they are peer reviewed actually are peer reviewed. Fake medical journals will literally publish any article that pays for them to be published, and still claim peer review. One such journal actually accepted an article proposal that was actually an email requesting to be removed from the mailing list! The only thing standing in the way was a payment for publishing. Not exactly the highest quality of scientific evidence.
It can be hard sometimes to tell the difference. One place to start is the archived Beall’s list. You can also google the name of the Journal *and* the Publisher looking for reviews.