She setup her own private email server in a closet in a private residence and then sent and received classified emails to that server. She was supposed to use a government secured email address, the government server is supposed to provide oversight to what she is doing if necessary. For example, if she sent emails to a public official in another country promising to help their country from her position as Sec. of State, or sent them some classified material, and then received a huge donation to the Clinton Foundation from them, the government would like to have that information.
She also deleted emails that they have only been able to recover from the sender/receiver's account, which means that a lot of the emails she sent that may have contained sensitive material are probably gone forever.