What you are referring to is known as "photo etch (PE)". Several compaines make it for all kinds of models, common to armor, ships, aircraft. Most of the interior a/c PE sheets come pre-painted, there are some out there for exterior detailing as wel as for the engines. Just depends on which model kit you are building as to availability, most are kit specific, but can usually be made to work with another makers kit of the same subject.
It can be quite a challenge, especially in the smaller scales. But it does add detail to a lot of builds. Has to be attached with either epoxy or superglue, or another adhesive. Styrene glue won't work with it.
Search - Eduard, Flyhawk, Tom's Model Works, White Ensign just to name a few.
For me it is a good hair removal tool....