It's Adobe Photoshop Lightroom, i should have given the full name before. Basically, it's the photoshop core redesigned for editing photos
(maybe Kmarion can help me describe it better - i don't have photoshop).
When i shoot RAW + Jpeg, it is an option only in the "creative" modes, and even then i have to enable it in the menu.
RAW gives you much more 'headroom' to process a picture, it is basically all the information the sensor captured. The Jpeg is
the RAW information processed in the camera and then saved to your card. But, software will edit Jpegs pretty well.
try Nikon's website for the software that came with the camera, i believe it's a free download, and it will let you convert and edit RAW to Jpeg.