Drill-Through is a feature whereby a user of a BI client such as Excel can select a measure cell in a PivotTable and ask to retrieve the underlying relational records that were aggregated to form that measure cell value. This feature is disabled by default.
Drill-Through is to be contrasted with drill-down on a dimension hierarchy member. See the Teradata OLAP Connector User Guide (B035-4105) for more information on drill-down.