AF Mode typically refers to different preset focus behaviours, when shooting through the viewfinder.
Canon DSLR cameras incorporate 3 distinct modes, which the photographer selects, depending on the situation.
For example,
One Shot AF is typically used for stationary objects while
AI Servo is typically used for moving subjects.
AI Focus, meanwhile, behaves the same way as One Shot AF, until the subject moves, where it attempts to refocus again.
Auto Focus can be activated either by half-pressing the Shutter Button, or by using the dedicated AF-On button, if present on the camera. Higher level EOS cameras give you the ability to customize this behaviour.