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It would have been nice if you'd included a link to wherever you saw that.
Searching, it appears this is something that is used in some PCL tutorials (wiki/pcl/Tutorials/groovy/How to use a PCL tutorial in ROS fi), like so:
$ cd %TOP_DIR_YOUR_CATKIN_HOME%
$ catkin_make
The first line basically instructs you to cd
into the root of your Catkin workspace. That would be $HOME/catkin_ws
if you followed any of the Catkin tutorials (but could really be anywhere obviously).
Btw: if the tutorial I linked above is really one that you are following, then note that it is rather outdated. Groovy was EOLed quite some time ago and PCL is not longer a ROS package, but a system dependency.