Why is there a "?" in URL of a link

The question mark identifies what follows as a query string. It is a standard part of a URL. It might be possible to change the code of your website to do the same kind of thing without using a question mark, but it would probably be a lot of work.

Using the query string like that they may perform

if($_GET[show]==all) {
//did something
}
else {
//did something
}