If some people thinks that something outside the physical world can have an impact upon it, then what do people call the thing outside the physical world? Is there a common word or what are some of the words used to describe it?
This question is very [almost too] broad. But, the word you are looking for is "Transcendental," which, as noted by Steven, in its traditional definition [which is unrelated to the Kantian notion of trancendental, i.e. presupposed in and necessary to experience, a priori, etc.] "describes anything that has to do with the spiritual, non-physical world. ... When something is transcendental, it's beyond ordinary, everyday experience. It might be religious, spiritual, [metaphysical] or otherworldly, but if it's transcendental, it transcends — or goes beyond — the regular physical realm"
Alternatively, if the focus is on [the] mind/body dualism [problem], then the term you want is qualia, essentially the internal and subjective component of sense perceptions, arising from stimulation of the senses by phenomena. See https://plato.stanford.edu/entries/qualia/, or, possibly better, https://plato.stanford.edu/entries/qualia-knowledge.
And the issue you point to, that is, whether "something outside the physical world can have an impact upon [the physical]," arises, inter alia, in the free will v. determinism debate (https://plato.stanford.edu/entries/freewill/), often under the guise of of agency and necessity.
Transcendental does not work...
...if you are referring to the object, not the experience. All of Webster definitions of Transcendental are from an experiential perspective, including, "transcending experience but not human knowledge."
Kant speaks of its absurdity, not it's possibility...as though the United States did not exist in the 1300s, and yet it surely exists today.
My division is between Natural and Supernatural reality, but even Supernatural does not capture what this question asks, because it only includes realities that take a superposition to what is Natural. If there was/is a supernatural creator, who or what created them?
I often wrestle with Temporal reality in my practice, people seeing what they can see instead of the potential ahead of them. I see the potential, so it's phenomenal to me, but I recognize what I believe is noumenal to them...opps, I'm showing my position....
The best word I've found is Noumenal, but I can't get consensus on that word because everyone wants to attach Kant's definition to it, instead of reaching beyond what Kant wrote, to something that describe reality BETTER. If something is real, according to phenomenal experience, it is phenomenal...otherwise, it's noumenal. We obviously cannot know what is noumenal because we are limited to phenomenal experience, but that's like saying, "if a tree fell in the forest and no one experienced it, did it actually fall?" Limiting reality to what's experienced is absurd, with the tiniest amount of logic...to those who recognize how obvious this question is...or the variation of noumenal described above.
So, if there is not a word, let's create it...help us find the best word, or use noumenal...but transcendental does not work.
Transcendental describes anything that has to do with the spiritual, non-physical world.
Both "physical" and "outside the physical" are tricky terms. One classic distinction is that of Aristotle between what can be commonly perceived and studied in terms of shape, form, mass, causation, etc. under "physics" and everything else, which came "after" his book of physics and was thus called "metaphysics."
The term has lingered to denote entities beyond the reach of physics and providing, to physicists, disreputable or at least gratuitous explanations for otherwise physical events.
The mathematical advance of physics has made such distinctions ever more problematic. Long before quanta, the Cartesians described Newton's "gravity" as suspiciously metaphysical, because you could not perceive it or see it "pulling" or "pushing" objects.
What's interesting, I think, is the metaphor of "outside the physical." When we see physical objects we assume they have another unseen "side." We can walk around them to confirm this, but cannot then see the first side, so there is always another side or "outside." We seem to naturally extend this metaphor to the universe and the possible limits of perception. Everything must also include its own "other" side.
Yet it might be more suitable today to speak of deep "inside the physical," where hypothetical quarks and other mathematical objects intervene in the physical realm we can see. As others have noted, your question is very broad, but one answer then might be the "mathematical world," whose relations to the "physical world" have intrigued philosophers since the days of the Pythagorians.
I think there are two words that give name to things outside the physical realm: mind and civilization.
This comes from the theory of three worlds by Karl Popper.
World 1: the world of physical objects and events, including biological entities
World 2: the world of individual mental processes
World 3: the world of abstractions that emerge from and have an effect back on world 2 through their representations in world 1.
The question itself sounds very deep when thought about. The thought of the world which is beyond the physical limitations is itself a great thought. A world that is free of all the physical bounds and the limitation sounds very appealing at first. This might not be the case when a person may actually visit it or be a part of it. Coming back to the question, a word for such a world is the "ASTRAL WORLD".