Brown (In this case HP) Sauce is a savoury condiment made from spices with tamarind pulp and anchovies that have been marinated in vinegar for several months. It's similar to Worcestershire sauce but much thicker.
British food when I was a kid was usually so bloody awful you needed to smother it with sauce to get any flavour or mask what flavour there was! Thank goodness we have a more enlightened culinary culture nowadays. Personally I haven't used the stuff since I was a child and don't wish to either but it's considered a tradition here in some circles.