
An auxiliary or return channel is an empty channel that can be called up in your DAW’s mixer, much like a bus or group track. However, instead of routing individual channel outputs directly into this, you instead use a channel’s send fader to route its signal to the aux in parallel.
This is most commonly used for reverb and delay effects: load a reverb effect on a single aux return, and you can pipe portions of your channels’ signals to this aux. This will leave the original untouched in the mix, but their signals will hit the aux, and the reverb will be output via this channel.