Wikipedia can explain it better than anyone. Blade Runner is also a good illustration.
Cyberpunk - Wikipedia, the free encyclopedia
Easy example of cyberpunk is Final Fantasy 7. The world and plot are both traditional cyberpunk (partly), mixed with fantasy of course. Taking place in the future/near modern time, against big corporations.
I think cyberpunk settings also have to include some form of dystopia.
If you don't want to use too many brain cells figuring out what a Cyberpunk world might look like, check out Super Mario Bros the movie.