PubMed includes the Medline database (~5600 journals) plus some additional articles, many of which will eventually be added to Medline. Articles in Medline have MeSH terms and other data added to them by subject experts to make searching easier.
MeSH terms (Medical Subject Headings) are standard terms that subject experts use to label articles. Using them helps you find more relevant results, and keeps you from having to think of every possible keyword to describe your concept.
In PubMed, you may encounter some similar terms - Pharmacological Action terms, which search for all the drugs with that action at once:
Supplementary Concepts are also standardized terms, generally for drugs or substances which don't have much literature about them. Supplementary Concepts may become MeSH terms later, when there is more research published about them.