Well I would say a basic definition of a SUMP is just an area outside of the display tank were things such as heaters, thermometers, return pumps, skimmers, chemical and mechanical medie can be kept so as not to be seen in the display tank.
Then you can get into an in-sump refugium like Mike mentioned which allows you to keep macroalgaes such as Chaetomorpha and others to help with nuisance algae control among other things.
HTH,
Jesse