In common usage, this means that a USB peripheral device is “plug and play,” meaning you can plug it in and it will work a Mac or Windows computer without installing proprietary drivers.
Mac and Windows come with generic USB drivers; there are several types, known as
“classes,” such as USB Video Device Class, USB MIDI Device Class, USB Mass Storage Class, etc. Peripherals that can work with those class drivers are referred to as “class compliant.” Because those “class” drivers are generic, they may not support product-specific or proprietary features — to access those non-“class” features usually requires a proprietary driver from the device’s manufacturer.