Lightmapping is a technique to produce advanced lighting effects using texture mapping, rather than (or in addition to) ordinary OpenGL lighting.
OpenGL lighting is only calculated at vertices. The results are interpolated
across a polygon's face.
For large polygons, this can yield visibly wrong
results.
Also, OpenGL lighting does not produce shadows.
The most basic way to do this is to simply include shadowing & lighting in the texture image applied to an object.
Some modeling packages can do this automatically (called "baking" the shadows into the textures in one case).