Modular PC's allow disconnecting of extra power cables that you don't need. It allows for better wire management because you only plug in the cables into the components/PSU that you actually need.
Non-modular is just a regular PSU: it has all the connections attached to it and are non-removable.
As for if you should get one or not... that's entirely up to you really. Like I said, they're better for wire management, which can help make the inside of your PC look cleaner, as well as help with cooling. You can still do this with a non-modular PC however, it just takes a little more work routing cables/hiding extras.