This is the capability to configure your network to simultaneously connect to the outside world with two (or more) different connections provided by two different ISP's. There may be many reasons why you would want to do this, but the most common are:
Load Balancing
Failover
Increasing available bandwidth beyond what is offered by a single ISP.
While you can run all normal internet traffic across all WAN connections, you cannot currently do the following operations on any secondary WAN connections:
Remote Administration
OpenVPN
PC Remote
Remote Access Portal