There are at least two different meanings of the word "sanctuary" in religious terms -- I assume you are asking about the second of the two that I will mention here.
First, sanctuary was a concept in the Middle Ages -- it was the idea that anyone accused of a crime could run to a church and be free from arrest as long as they stayed there.
Second, the sanctuary refers to the holiest part of a church. This is the area where the altar is. In the old days, it also referred to the part of a church where the clergy (as opposed to the congregation) would sit during services. Nowadays, it just means the part of the church that is not really for the congregation -- the part with the altar where the minister or priest conducts the service. It is often raised above the rest of the church by a few steps and/or walled off with a rail.