In general, the line "When rosy fingered dawn appeared..." is first of all imagery. Imagery is an description that paints a mental image in the reader's mind.
Specifically, this is also an example of a specific kind of imagery known as personification. Personification is giving human characteristics to non-human things. The dawn, actually, is not made of fingers: fingers belong to people.
This could also be considered a metaphor. A metaphor is a literary device. Defined, a metaphor is the comparison of two dissimilar things with similar characteristics, as if they were the same.
In this example, the dawn is being compared to fingers.
All of these literary elements named above are known as figurative language. With figurative language, the reader does not take the description literally, but figuratively.
So the statement is considered figurative language. Imagery is an example of figurative language, and personification and the metaphors are examples of imagery (which is a kind of figurative language).