A Wormhole is a stellar phenomenon which connects two, non-adjacent areas of space through different dimensions. It usually is created in nature by the gravitational forces of a black hole, however there are some rare sets of circumstances that can create one outside of a black hole. These, however, are less stable and are more dangerous to transverse.
Additionally one created by a black hole can manifest nowhere near the black hole creating it, as space folded around it. This is the case with the Milky Way - Atalia Wormhole