Joomla is a free, open-source content management system released under the GNU General Public License. The official site describes two ways to start: installing Joomla on your own server, or launching a website through a hosted alternative. Joomla is used to build and manage websites.
Joomla is maintained by Open Source Matters, Inc., a corporation incorporated in New York, USA, which operates the official websites and holds the copyright. The software is distributed as source code that organisations can install themselves, so the data location is set by the server or hosting provider chosen. For a European organisation, the main point is that the maintainer is a US organisation, which matters for governance and jurisdiction, while the hosting choice determines where personal data is stored.