S-ATA (Serial Advanced Technology Attachment) is the replacement of the older P-ATA (Parallel Advanced Technology Attachment, often called IDE as well) connections used to connect components like CD/DVD ROM's, hard drives and solid state drives to the motherboard.
These are all connected via cables, the older PATA using the flat, multi-strand cables with the broad heads, always with a maximum length of 457mm (for some reason, I'm not sure why). SATA uses a much, much smaller, thinner and finer cable and connector (usually a neat red colour, but not always), allowing you to produce a much neater, more tidy and also (because of technological advances) faster computer system.
SATA also allows for hot swapping, meaning you can plug something like an SSD into and out of the SATA ports without switching off the computer system, making SATA a very good connector to use for external hard drives (which is accomplished using a SATA to USB converter in the 2.5" external USB hard drives).