"Mesh VPN" means that if two devices want to communicate, it will attempt to establish a direct VPN connection between them. E.g. if you have a central server X and 3 "mobile" devices A, B and C, it's enough that ABC can talk to X, they will automatically learn about each other and when e.g. A wants to talk to B it will attempt to establish a direct tunnel between them, coordinating through X, including attempting to punch holes through NAT if needed. If that fails, it falls back to sending traffic through X. (And X could be more than one device too)