Bruno is an innocent child who does not understand the complicated world around him. Boyne hammers this point home by showing that Bruno doesn't even understand some of the words used by the adults to describe the Nazi lifestyle. In using these words, Boyne is clearly stating Bruno's misunderstanding while also creating a social commentary on what these ideas actually represent.
Bruno refers to Auschwitz as "Out-With." Neither Bruno nor Gretel can pronounce the word, and when Bruno asks Gretel why it has that name, she says, "Out with the people who lived here before us, I expect." It's a very on-the-nose moment where the reader can see that Auschwitz, a Nazi concentration camp, is a place where people are taken to get them out of the way of the other citizens of Germany.
"Fury" is the title that Bruno assigns to Adolf Hitler (known as the Führer). Like "Out-With," "Fury" is a direct explanation of how to feel about Hitler and evokes the fury of an angry dictator whose sole goal was to exude power and create a following that would literally kill for him.