What type of variable is this, and how can it be used? [More info in desc]

So when looking through some code, I saw a variable that looked like this:

local Connection = do

	--code

end

The person who made this script said that they put some code inside a variable so they could disconnect the code at any time by using :Disconnect(). I couldn't find anything about this in the wiki, so I would like an in-depth explanation about this. Thanks!