A native function is one in the server itself, either from SA:MP or a plugin. IsPlayerConnected is a SA:MP native, sscanf is a plugin native. Similarly, ShowPlayerDialog is a SA:MP native; calling it from your script will invoke some behaviour in the server. A native is normally declared as:
native IsPlayerConnected(playerid);
native ShowPlayerDialog(playerid, dialogid, style, caption[], info[], button1[], button2[]);You can also set an internal and external name for a native: