An adjective phrase is any phrase which modifies a noun or pronoun. You often construct adjective phrases using participles or prepositions together with their objects:

I was driven mad by the sound of my neighbour's constant piano practising.

In this sentence, the prepositional phrase "of my neighbour's constant piano practising" acts as an adjective modifying the noun "sound."

My father-in-law locked his keys in the trunk of a borrowed car.

Similarly in this sentence, the prepositional phrase "of a borrowed car" acts as an adjective modifying the noun "trunk."

We saw Peter dashing across the quadrangle.

Here the participle phrase "dashing across the quadrangle" acts as an adjective describing the proper noun "Peter."

We picked up the records broken in the scuffle.

In this sentence, the participle phrase "broken in the scuffle" modifies the noun phrase "the records."