A “tracker” is a cookie, or an active code (program), from a source other than the one you believe you are accessing. For example, when accessing The New York Times (NYT) website, your browser fetches content from nyt.com as expected, but it is also instructed by the NYT page to fetch code from criteo.com and other domains.
Imagine that after nyt.com you go to say espn.com. If they use criteo as well, Criteo will recognize you and will know that you are coming from nyt.com. As they store a profile for you, they will know everything you have done on sites where they are present.
Privowny sees a system like Criteo as a "tracker".
PDA shows you how many trackers and what kinds of trackers are active as you browse or use applications.
Visibility and control over trackers has multiple benefits, which are explained in the section How to use the Tracker Manager