I believe it’s an Ayurvedic treatment. You can get premixed versions which contain mustard and baking soda plus some other herbal ingredients. However if you end up doing them with any frequency it’s much more economical to just buy bulk ground yellow mustard powder from Amazon or similar.
You soak in a lukewarm warm bath with the powder for about 10 minutes during which you will start to sweat like you never have before (so drink lots of water before and after). You then wrap yourself up in a towel and continue sweating for another 10 minutes or so followed by a brisk shower.
I recommend giving it a try next time you feel a cold or something coming on. I find it very effective and worst you’ll sweat for a while and be out a cup of mustard ;)