Simply put, it is a flight from origin to destination with one or more stops.
For example, if you're in Toronto and need to get to Vancouver, you can hop on a through-flight and with just one quick stop in Edmonton, we'll get you to YXX. All travellers are invited to remain on the aircraft during through-flights. There may be circumstances that require travellers to temporarily deplane, but your cabin crew will provide instructions should that situation arise.
You can find more details about the Swoop Sprint here.