Here's a breakdown:
* le mot de passe: This is French for "the password".
* doit comprendre: This means "must contain" or "must include".
* au moins: This means "at least".
* une lettre: This means "one letter".
* en majuscule: This means "uppercase" or "capital".
So, the entire phrase is a security requirement stating that your password needs to have at least one capital letter in it.