It refers to the use of linguistic devices to join sentences together, including conjunctions, reference words, substitution and lexical devices such as repetition of words, collocations and lexical groups.
Example
The second sentence above has cohesive devices such as conjunctions (and, such as, including), articles (the), references (it), and collocations (join _____ together, lexical groups).
In the classroom
Cohesion is an extensive area and can be approached at a discrete item level, e.g. practising article use or differing synonyms. Teachers can also make learners aware of the cohesive features of a text, asking them to identify examples of reference, substitution, lexical cohesion, and conjunction.
Further links:
https://www.teachingenglish.org.uk/article/improving-paragraph-writing
https://www.teachingenglish.org.uk/article/how-approach-discursive-writing
https://www.teachingenglish.org.uk/article/collocation-advanced-levels-2-classroom-activities