Holy crap...that taskbar!
Anyway, with special character they mean here: characters that Word isn't showing you (when you use the default Word settings).
The ASCII table knows about a lot of characters, including the common ones you use to type texts in Word. Word uses a lot of the characters outside the standard ASCII table range to mark where certain features start and stop inside a Word document.
If you are familiar with those, you can quickly add or remove these features with one or more search-n-replace actions in several Word documents at once.
Word can show you where those special characters are used inside a document by enabling this option in the ribbon interface. That option will help you to get familiar with these special characters.