A bolt action gun has a breech (back part of the barrel) that is opened and closed by hand with a small handle. They can only be fired once before the breech must be opened for a new round to enter the chamber, where it can then be fired from. Many older sniper rifles, as well as many hunting rifles today, work in this way.
When the bolt is opened, the first cartridge in the gun is loaded. After firing the gun, opening the bolt takes out the empty cartridge, and closing the bolt puts in a new one. Bolt action rifles are usually the most accurate type of small arms, leading them to be used more widely than probably any other type of marksman rifle. The rifle won't cycle a round without the shooter doing it manually, causing less movement of parts and gases while the round is being fired. This puts accuracy at the very least excellent, but also increasing recoil over automatic rifles of the same caliber.
Despite being significantly slower to fire than lever-action rifles, which were invented around the same time, militaries across the world chose to replace the muzzleloading musket with bolt action guns over level action ones because bolt action rifles are loaded over the barrel. This makes it easy to load without throwing off the shooter's aim when he or she is laying on the ground. With lever action guns, on the other hand, the ground is in the way of loading downwards, and to load the gun would mean to throw off the shooter's aim.