This word has multiple meanings.
When ‘rhetorical’ is used with ‘question’, it refers to a question is not meant to be answered and is more of a statement presented as a question. For example, when a mother is chiding her child for doing something wrong, instead of saying “You have done something wrong”, she could ask the rhetorical question “Don’t you think you have done something wrong?”. The mother already knows that the child has done something wrong, so she does not need to ask him. However, the use of a rhetorical question in this case may make the child reflect more on his actions and let him come to the realization that he has done something wrong by himself. Therefore, it is more effective than just simply telling the child that he has done something wrong.
In most other cases, ‘rhetorical’ is paired with words like ‘device’ or ‘form’. In this case, ‘rhetorical’ is the adjective form of ‘rhetoric’ which according to the Merriam Webster dictionary, is art of speaking or writing effectively. It is used to refer to techniques that allow language to be used to more effectively convey a certain message. Examples of common rhetorical devices are metaphors, analogies, and personification.
Something that might be confusing to you is that rhetorical questions are also a type of rhetorical device since it is a technique that allows the writer to convey his ideas more effectively (the ‘writer’ in my example above is the mother and the ‘audience’ is the child).