what's CDN and is it important?

I optimized my site and now the results is:Page Speed 1.9 Score: 98/100

but in the “Performance Review” section says:
Use a CDN for all static assets: 5/100

whats CDN? and It’s important? how can i incrase it?

CDN is a Content Distribution Network which is a service that hosts your static content on their servers around the globe so it is close to the end users. If your user base is global it is pretty critical to performance. If your user base is all physically close to your server (within 1000-2000 miles or so) then it matters a lot less and you can ignore it.

Some popular low cost options are:
Cloudflare (free - run your whole site through their servers)
MaxCDN (more traditional CDN - < $50 for 1 year/1TB)