Its a variable naming convention called Hungarian Notation. It was common in the 90's, and notably used a lot by Microsoft in their Windows API docs. The idea is to prefix variables with hints about their type. The exact prefixes used varied, but you might see a variable containing a count called nCount for integers, fCount for floating point values, etc.
The sz stands for 'zero (null) terminated string'. Basically a character array that ends in a null. You'll also see 'lpsz' used, 'long pointer to a string'.
If your first reaction is to say why was this needed when you can just hover over a variable in your IDE and see its type, you have to understand that such IDEs did not always exist.
A lot of people still use the general idea of Hungarian Notation these days, but perhaps notrarely as rigidly as it was used in the past.