What you'd expect. This image shows a full splashback. This can be made from a multitude of materials, depending on budget and requirements.
For the walls. These can be "off the shelf" or have an image that can be striking.
Just trims the worktop. In this image it goes a step further. The upstand runs up to the window ledge and on to it. Its granite with an undermounted sink, so has drainer grooves.