A workshop is a short duration training event, usually oriented to learn or perfect certain technical knowledge by putting it to practice with the guidance of an experienced professor. Workshops also contain some theoretical parts to serve as a basis for the practical contents that will be imparted afterwards.
Workshops can last from a few hours up to a few days, and can cover from very basic levels (for example, an introduction to photography basics) up to advanced levels or even specializations, like a workshop about food advertising photography. You'll find workshops not only about photography, but also about make-up, stylism, posing and even catwalk, acting, etcetera.
A workshop is a really great way of starting into photography, perfecting certain advanced knowledge, and are often a great way to invest your money if you're serious about your career. Simply take your time and be sure that the level provided by the workshop is the right level for you, and that the professor has experience and knowledge enough.