Knives are sharpened with so-called whetstones (also called sharpening stones or water stones). These stones are available in various grit sizes, which are based on European or Japanese standards. In general, the higher the number, the finer the grit, the finer the result. Many whetstones are double-sided: a low grit side for re-sharpening and a high grit side for polishing. Keep in mind that it takes longer to sharpen a knife with a finer grit because it removes less material.
Fun fact: whetstones are not named after the water used to lubricate the stones. The word ‘whet’ means to sharpen a blade. The process of using a sharpening stone is called ‘stoning’.