Pastry bag refers to a bag used for piping food decoratively. They are commonly used for decorative frostings on cakes, but can be used for any food which is soft enough to be squeezed through a bag, such as mashed potatoes, whipped cream cheese, peanut butter, deviled egg filling, etc.
Pastry bags can be made from parchment paper, plastic or cloth. Usually, you would use a decorator's tip on the end of the bag, to give a decorative finish to your food.