This means, if you are defining membership using a search criteria on resource name, for example, you can select the "contains" operation and use the % and _ (that's percent sign and underscore characters) to broaden your criteria.
For example, I have the following VMs in my environment:
If I wanted only the VMs with 'BM-W2K3' in the name I would put 'BM-W2K3%' in the criteria properties. See below.
Keep in mind, I don't have to put any wildcard characters. It looks like the % wildcard is added on either side of the property if you don't put it. So, doing something like just 'k' would return resources with 'k' anywhere in the name. Like this...
This provides a lot of flexibility in setting up search criteria for custom group membership!