This article explains what SO files are and why and where they are used.

A file with the .SO extension is a shared library file. They contain information that can be used by one or more programs to offload resources so that the application(s) calling the SO file do not have to actually provide the file.

For example, a single SO file might contain information and functions about how to quickly search the entire computer. Different programs can then call upon that file to use that function in their own respective programs.

However, instead of having to compile it into the program's own binary, the SO file serves as an extension that the program only needs to call to use its utilities. The SO file can even be updated/replaced later without those programs having to make changes to their own code.