Modals or modal verbs are such verbs which are defining the mood in the sentence. However, it's the mood which should be understood in a bit wider scope, such as possibility, probability, obligation, proposition, request, etc.
In English, modals are mainly use to alter the basic meaning of a sentence and they cannot function on their own, that is why they are also called auxillary verbs.
Here you've got a list of the most popular modals, if not all of them:
can | could
shall | should
may | might
will | would
I hope it was helpful ;)