Data roaming refers to the use of data services through a network that doesn't belong to the user's home region – such as browsing the internet, watching videos or sending emails on a phone while abroad. As data traffic is conducted over a foreign network, the fees are typically higher; ensure you confirm the costs in advance with your home carrier.
Note: to use data roaming, you need to enable the data-roaming feature beforehand (Settings > Network & internet > SIMs > Roaming).