The Gnus Cloud is a way to synchronize marks and general files and data across multiple machines.
Very often, you want all your marks (what articles you've read, which ones were important, and so on) to be synchronized between several machines. With IMAP, that's built into the protocol, so you can read nnimap groups from many machines and they are automatically synchronized. But NNTP, nnrss, and many other backends do not store marks, so you have to do it locally.
The Gnus Cloud package stores the marks, plus any files you choose, on an IMAP server in a special folder. It's like a DropTorrentSyncBoxOakTree(TM).1