The term "association" has different meanings depending on whether you're viewing it from a cognitive or behavioral perspective. From the cognitive perspective, an association is a bond or connection between two images, thoughts, ideas, or other psychological phenomena, whereby the occurrence of one tends to bring to mind the other. The simple thought of one idea produces the thought of the other. For example, when you read the word "stop" did a word come to mind? (Maybe a stop sign or a red light?)
From a behavioral perspective, an association is the forming of a learned connection between a stimulus and a response, or between one stimulus and another. For a more comprehensive understanding of this, you should take a look at conditioning definitions such as conditioned response, conditioned stimulus, etc.