Structure means many different things in a Drupal site.
In many cases, structure could mean information architecture. In this case, a Drupalist would focus on things such as menu development using the Menu or Book modules, the URL Path Patterns used within a site, vocabulary/keyword development using the Taxonomy module, or the data schema of an entity using the Fields module.
In other cases, structure could be referring to how elements are laid out on an entity using the Paragraphs or Display Suite modules.
Structure can also refer to how blocks of content are constructed and laid out throughout the site using the Blocks, Views, and Block Visibility Group modules.
In short, structure is really what sets Drupal apart from other content management systems in that it provides a host of different tools that a Drupalist can leverage to both promote the messages they want to communicate and to efficiently navigate their audience to the information they're searching for.