Most cars use a one-piece cast rotor, but you will see two-piece rotors on performance cars and in the upgrade aisle. They split the rotor into a separate hat and friction ring. Here is what that buys you and whether it is worth it.
What a two-piece rotor is
A standard rotor is cast as one piece, hat and friction ring together - see rotor hat vs friction ring. A two-piece rotor bolts a separate friction ring (usually iron) to a lightweight aluminum hat. This construction is common on performance and track cars and as a premium upgrade.
The benefits
Two main advantages: less weight, because the aluminum hat is lighter than cast iron, reducing unsprung and rotating mass; and better heat management, because the aluminum hat conducts less heat into the wheel bearing and hub while the ring can expand more freely, reducing warping and coning under extreme heat - relevant to how hot brakes get. Some allow just the ring to be replaced when worn.
The drawbacks
They cost significantly more, can be slightly noisier (some float and can tick when cold), and for normal street driving they offer no everyday braking benefit - grip still limits a single stop. The heat and weight advantages only matter under repeated hard use like track days.
Do you need them?
For commuting and normal driving, a quality one-piece rotor is all you need - two-piece is a track and performance upgrade. If you do not track the car, spend on good pads and fluid instead - see do bigger brakes stop faster. Match quality pads and fresh hardware to a properly-sized rotor.