It's an alphabetical listing of the subject terms in a single database used to classify and organize information for that database. A thesaurus shows relationships between terms such as synonyms, and hierarchical arrangements such as narrower or broader terms. In a medical database such as CINAHL, you'll find the thesaurus by clicking on an option called MeSH, or Medical Subject Headings.
Skilled indexers assign the terms, or controlled vocabulary, to articles in different disciplines.
It's useful to help you collect search terms for your research because the thesauri are discipline-specific. The search terms can be searched directly from the thesaurus, too. which can save time and be more focused.
In the example below, a search for childhood trauma in the PsycINFO thesaurus shows that the correct subject heading is actually childhood adversity. Within this term, there are related terms that can be selected or included within a broad subject search of childhood adversity.