To move files / content from one local device (such as a computer) to another local device (such as a phone.)
This may be accomplished via a direct cable connection (such as USB,) or via manually moving a physical memory card (such as microSD,) or wirelessly, via a wireless standard such as Bluetooth or Wi-Fi.
The term side-loading is derived from downloading (to move from the Internet down to a local device) and uploading (to move from a local device up to the Internet.) The concept is similar, but since both devices are local, it is neither "up" nor "down", therefore it is "side"-loading.