Programing a scanner refers to the process of setting it up for your area/interests. Out of the box a scanner is normally not 'aware' of What to Scan -that is each area and user has different 'things' they want to monitor. As an example, I monitor the city police and county sheriff in my area as well as the Highway patrol. I also listen to Air traffic control in my area and the 'local' Amateur radio traffic. Programing is the process of 'telling' the scanner 'where to find' this radio traffic. if can be inputting the frequencies used by the local hams and/or inputting the information on a trunked radio system for monitoring emergency services.
In the past scanners were 'programmed' by entering this information via a keypad and display on the scanner. Some of the newer units allow you to interface the scanner to a PC to make use of the bigger screen and keyboard of your PC. Also there are units with computer software that check the database on this site and 'automagiclly' program your scanner--you likely will still want to 'tweak' the settings as the software may load information you are not interested in or not include info you are.
Hope this helps and does not further confuse you.
Merry Christmas.