All that this means is that there is a conductive (metal) enclosure completely surrounding whatever is inside. It is called a "cage" because it does not have to be solid metal, without openings. A rather open grid is sufficient. Your auto makes a good Faraday cage in spite of the windows. During a thunder storm you are safe from lightning in your car. However, extremely good grounding (called "bonding") is necessary if you want to protect electronic equipment from extreme events like the EMP from a nuclear blast. For audio equipment, a Faraday cage will keep out modulated electromagnetic fields which may cause audible noise, particularly 60 Hz fields that cause "Hum".
