A compiled programming language is a programming language which is compiled. When a program is compiled, the compiler will change it from a programming language that a person can read, to a set of instructions that a computer can follow. These instructions (written in machine code) are then stored as an executable in a file. This file can be run quickly by the computer.
The other kind of language is an interpreted language. A program, or even single lines, will be interpreted one line at a time by the computer. This is slower for a computer than following compiled instructions. But it can be faster to write and test programs that are interpreted.