I mean is "httpd" only used by Apache for the download of the software or is it used by other websites as well? Also is it necessary to have httpd to run "cgi" or not? And why does Apache use httpd to download the http server instead of having it in a file on their http website?
Apache HTTPD is an HTTP server daemon produced by the Apache Foundation. It is a piece of software that listens for network requests (which are expressed using the Hypertext Transfer Protocol) and responds to them.
It is open source and many entities use it to host their websites.
Other HTTP servers are available (including Apache Tomcat which is designed for running server side programs written in Java (which don't use CGI)).
CGI is a protocol that allows an HTTP server to use an external piece of software to determine how to respond to a request instead of simply returning the contents of a static file. Many HTTP servers support the CGI protocol.
You can use CGI without an HTTP server, but this typically has few uses beyond allowing a developer to perform command line testing of the CGI program. (You certainly can't interact with it directly from a web browser).