You mean probably "killall 'System Events'".
The thingy in-between the double quotes is the shell script:
killall 'System Events’
With the AppleScript command do shell script you can either run a script that is directly contained in the AppleScript, like in…
do shell script "killall 'System Events'"
…or a script that is stored as external file, like in…
do shell script "/path/to/my/scriptfile.sh"
In other words, if the content of the “scriptfile.sh” file is killall 'System Events', then both of the above should have the same result. (Assuming “scriptfile.sh” is executable.)