En plein air just means "outdoors".
Because it is a French word it does sound fancy and because French painters, notably the French Impressionists favored painting outdoors to get the most immediate light and color effects on canvas, it has become an entire movement and way to paint. 
I spent a week painting en plein air recently, just like the fancy French impressionists I so admire. I carried my easel and art supplies to a beach on Lake Michigan to paint out in the fresh air capturing the color, light, and immediate sensations of sand and surf.
There are a few problems with painting outdoors on the spot compared to comfortably working in my studio, or my kitchen table as often happens. A really perplexing problem is how to locate my outdoor setup close enough to a bathroom. I wonder how other plein air artists manage this, in all the advice blogs and books I've consulted, no one mentions it. Well, the good thing about the public beaches in Michigan where I set up to do direct observation and paint, there were some very fine public facilities.
I carried a folding easel and chair, oil paints, brushes, and six 8x10 linen panels across the sand and set up as close to the waves as I could get. On one of the days I miscalculated and got drenched by a big splash. Fortunately nothing was ruined as oil paints stand up to lake water, and it was warm and sunny so my clothing dried quickly.
