It means shooting at a piece of paper, and measuring (roughly) how spread out the shot is, at the distance you want to shoot. You need a certain number of pellets to kill a bird or a clay, you do this to ensure your gun is properly choked to deliver the performance you require.
Another term you need to know is "zombie defense." This is what you tell the 19 year old girl, at the walmart sports counter, what the 5 boxes of buckshot and 4 boxes of slugs are for (after you've guided her pointing finger to which ones were the buckshot).