A RAW file means just that—it's the information from the camera's sensor with no processing applied.
You will need to set your camera to record RAW image files, as shooting in jpg won't produce enough data for the image to be edited later. Post-processing, or editing your images, is an important part of astrophotography, and you'll need as much data as possible from the camera. A RAW file means just that—it's the information from the camera's sensor with no processing applied.