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A bolt action gun has a breech (back part of the barrel) that is opened and closed by hand with a small handle. They can only be fired once before the breech must be opened for a new round to enter the chamber, where it can then be fired from. Many older sniper rifles work in this way.
When the bolt is opened, the first cartridge in the gun is loaded. After firing the gun, opening the bolt takes out the empty cartridge, and closing the bolt puts in a new one. Bolt action rifles are usually the most accurate type of small arms, leading them to be used more widely than probably any other type of marksman rifle. The rifle won't cycle a round without the shooter doing it manually, causing less movement of parts and gases while the round is being fired. This puts accuracy at the very least excellent, but also increasing recoil over automatic rifles of the same caliber.