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 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.