Basically it refers to athletic activities that are not your primary focus. Since our focus is running, cross training can mean virtually any other activity you use to get into or maintain physical fitness while you are not running.
People have many different reasons for cross training.
If a person is injured and can t run, they may chose to cross train to save some of their fitness until they are healthy and can return to running. Other people simply enjoy lifting weights, swimming, cycling, etc., so they put those activities into their training regime. There is nothing wrong with doing other athletic activities either in place of or in addition to running, after all, the point is to enjoy yourself. Cycling and swimming are especially good activities for runners because they work the leg muscles as well as the heart and lungs. In addition they are non-impact activities, which means that unlike running, the body does not impact the ground making these sports good for people with weaker bones or stress fractures.