Stamina is having the ability to sustain prolonged physical performance at or near maximum capacity.
Exercises in general overall improve your stamina. This is because your body is adapting to new situations where the amount of energy needing to produce starts to expand the more you exercise. Any exercises that require a lot of movement such as running, swimming, or even weightlifting can increase your stamina. A good example that illustrates this is that climbing a flight of stairs might be difficult for those that don't exercise because their body is not at a comfortable stage of moving a lot. However, the ones that do exercise harder will easiily climb a flight of stairs because their bodies has gone through tougher situations prior.
Increasing your stamina helps you endure discomfort or stress when you're doing an activity. It also reduces fatigue and exhaustion.