RE: what is a magnum shotgun shell?
They will all shoot "Mag" dram shells. Unless the barrels are made of damascus (twist) steel. In which case you should not fire the gun without first seeing a gunsmith to have it checked out, and still not shoot mags out of it.
What sort of firearm to do you have? Anything in particular you can tell us?
Stamped on the barrel will be a chamber length. General rule is guns can shoot shorter shells than listed, but not longer than. For example, your barrel may read, for 3" or shorter shells, which means you can shoot ANY 2 3/4" or 3" shell in that gauge. That includes "magnums", as long as they do not exceed the length stamped on the barrel.