Basically a database (managed by Microsoft) of approved hashes for EFI executables. The idea was that Microsoft sign each Windows kernel with their private key, and the UEFI will check at boot if the kernel has a valid signature. If it doesn't, it refuses to boot. In theory it stops evil maid attacks, ie someone with physical access to the computer installing a rootkit. For the games, I guess the idea is that it would also stop kernel-level cracks from preempting the kernel-level anticheat (ie two malwares duking it out for dominance).
If you jump through some hoops you can Secure Boot sign your Linux kernel, but it's such a hassle (that needs to be redone each update) that almost everyone just uses a "shim", ie a tiny (signed) EFI executable that just automatically loads another (unsigned) EFI executable, making it no better than just turning Secure Boot off altogether.