While systems do have to be in equilibrium, it is possible to have systems that are not uniform throughout. An example of this is a sealed tall vertical column of gas in a gravitational field. The pressure at the bottom will be higher than the pressure at the top. In fact, a pressure gradient will exist in the column.
How can we define the pressure in the system? Of course, the system as a whole has no pressure. But, assuming that the pressure gradient is low enough so that at any point the pressure is essentially constant over a fair number of molecular mean free paths, one can define the pressure at any point in the system.
Such systems can be called quasi-uniform systems. They are quite common. Not only is the atmosphere an approximation of one, but similar pressure (and concentration) gradients exists in a centrifuge. Temperature gradients can exist in systems as well.
The thermodynamics of such systems is interesting and we will touch upon them from time to time. In all cases the gradients are due to external fields which then have to be specified as part of the thermodynamic definition of the state of the system.
For now, it can be assumed that no external fields of any appreciable magnitude are present in the systems we study. Where such systems are discussed, the external fields will be mentioned explicitly.