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Can sonbody explain to me what does set notation of

$$ C_NM\\ $$

means.

The C in given notation is not letter C, it is some kind of very narrow C. I Could not find the alternative, to write.

Thanks

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You probably mean $\complement_N M$, which I first saw in Bourbaki.

$\complement_N M$ is the complement of $M$ with respect to $N$, also known as $N \setminus M$.

$\complement_N M$ is written as \complement_N M in $\TeX$.

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