Unity has built in physics engines for 3D and 2D which allow you to simulate physics for gravity, collisions and other various forces.
At the very most basic level to get physics working you need colliders on your objects and at least one needs a Rigidbody component.
The Rigidbody is the main component that enables physical behavior for a gameobject.
With a Rigidbody attached, the object will immediately respond to gravity unless the Use Gravity box is unchecked.
If the gameobject also has a collider it will be moved when colliding with other gameobjects unless the Is Trigger box is checked on the collider component. In the very top gif is an example of the behavior when Is Trigger is enabled.
Below is an example of both gameobjects having a Rigidbody with Use Gravity disabled and colliders with Is Trigger not enabled.
A much more in-depth explanation of Physics in Unity can be found in the Unity Manual here https://docs.unity3d.com/Manual/PhysicsSection.html