Imagery is a literary device that many writers use in both poetry and prose.  When writers use words that set off visual images in our mind, that is imagery.  Imagery can also be words or phrases that set off any other sense, such as hearing, feeling, tasting, or smelling.  

For example, 

"The couch had a nubby texture."  Nubby tells us the way the couch felt.  

"The loud crashing of the waves deafened me."  Loud crashing describes the way the waves sound.

"The sweet, crunchy apple satisfied my hunger."  Sweet and crunchy describe the way the apple tastes.

"The sweet smell of spring wafted through the room."  Sweet, smell, and spring describe the way the room smelled.

Imagery can sometimes rely on the use of literary conventions such as simile, metaphor, onomatopoeia, alliteration, personification, etc. in order to evoke strong images.  

For example, above "The sweet smell of spring" is an alliteration of the "s" sound.  

Also, "crashing of the waves" is an onomatopoeia of the word "crashing."

For more information on literary terms, see:

http://www.enotes.com/topics/literary-terms