To drill down means to move from summary information to detailed data by focusing in on something. In a GUI-environment, "drilling-down" may involve clicking on some representation in order to reveal more detail.
From Wikipedia's article on drill down:
To drill down through a series of folders, for example, on a desktop means to move through the hierarchy of folders (from the top downwards) to find a specific file or to click through drop-down menus in a GUI. Clicking on an item moves you to a level of greater detail. When an online user accesses more and more pages of the website, he or she may delve deeper into the content of the site. As a web-surfer goes further into a website, he or she goes deeper into the back pages and thus deeper into data. (Of course, he or she could also begin—for example via an external search engine—at a detailed view, and drill up to the front page of the site.)
Drilling down through a database involves accessing information by starting with a general category and moving through the hierarchy: from category to file/table to record to field. When one drills down, one performs de facto data analysis on a parent attribute. Drilling down provides a method of exploring multidimensional data by moving from one level of detail to the next. Drill-down levels depend on the data granularity.
