A controlled vocabulary is a list of words and phrases, called subject headings, built into most databases that indexers (aka the database's librarians) use to organize all the articles and other content in a database. When you search using subject headings, it's a different building process than when you search using keywords, so it might feel unfamiliar the first few times you try it.
Controlled vocabularies are a way to search a database that should pull back every article (or item) that's been "tagged" with that subject heading.