Refers to a person, church or organisation which is unaffiliated with any denomination.
Non-denominational when used to refer to people means a person without strong ties to any denomination, which most commonly implies Protestant Baptist beliefs.
When used to refer to churches, it means an independent church without official ties to a denomination. It may still teach doctrines which line up with other denominations, such as the many independent Baptist churches.
It is also used to refer to mission agencies and student groups which welcome people from all denominations.