Dunkirk is a location or place on the French coast abutting the English Channel. When people refer to Dunkirk they're generally talking about the retreat of the British and French Armies before the German advances in 1940.
The main thing was the huge evactuation undertaken by the English, who sent not only warships, but fishing trawlers, private yachts, anything that could carry people away to the relative safety of England. And this was done, even though the enemy strathed them from the air.
Hitler's big mistake was to believe what Hermann Goring told him. The Luftwaffe would destroy the Allies from the air. It didn't happen. Had Adolf sent in the Panzer (tank) divisions, the War, as far as England is concerned, could well have had a different outcome.