Shaders are tiny programs designed to run on graphics processing units (GPUs). Shaders are used to create all kinds of interesting effects in games and simulations, and can also be applied artistically in programs such as Adobe Photoshop.
In the context of Sclender, shaders could be used for a variety of post-processing effects, such as toonification, motion blur, and pencilizing. Shaders used with Sclender are referred to as custom filters.
Some LibRetro/Retroarch shaders are compatible with Sclender, though many are not. In general, the simpler the shader the more likely Sclender will be compatible with it.