Bumpmap textures are texture add-ons sorta that add a bumpy texture. Kind of like a elevated or indent effect does to an orange.
the sphere to the left does not have a bumpmap texture.
The middle picture is the bumpmap texture.
The bumpmap texture is added to the sphere to make it look like an orange.
You can use bumpmap textures to add a popping out effect like it does in the orange displayed in the picture.
Thats what a bumpmat texture does. There are tutorials around the forum that teach you how to make one.