A grand jury is a group of people summoned to determine whether the facts and accusations presented by the prosecutor warrant an indictment and eventual trial of the accused.
Grand juries exist in the federal system and in almost all states.
However, in only about half the states do grand juries have to be used to bring charges for felonies. In the other states, they may or may not be used to bring charges for felonies - prosecutors have discretion to use them or bring charges on their own.