It means a command for the assembler to perform rather than an instruction for it to translate to machine code. For example, there could be a directive to store a literal value at the current address, or to control what information gets produced on an output listing, or to include another source file.
Edit: oops I forgot to explain that software development tools are programs that computer programmers use to help them create software, such as:
- compilers that translate human readable programs into machine language,
- debuggers that help you work out what a program is doing as it is executing,
- profilers that allow you to measure how much time each part of your program is spending,
- memory checkers that make sure you're not writing outside of arrays and allocated blocks.