The next major release of macOS will not allow third party kernel extensions. It's just warning that any third party software you're using that installs such extensions will not work in 10.16.
All vendors who now user kernel extensions will have to use a different method to load items at startup.
https://support.apple.com/en-us/HT210999
The message should have mentioned the name of the vendor the extension is from. But in short, all third party extensions are in the following location, along with ten default extensions installed with the OS.
/Library/Extensions
For now, you don't need to do anything.