Some warning given orally (rather than written) by someone in authority (most probably a member of the police) to someone who is breaking the law.
This carries the same force as a written warning in a court of law.
Take the following situation: A person is breaking the law. They may or may not know that they are actually breaking any law. A policeman sees them and tells them they are breaking the law and to stop. If the person does not stop, they can be arrested at that point and the fact that they were warned by an official will go against them at the trial. They cannot say "well, I didn't know I was breaking the law".
Naturally, for very serious crimes (bank robbery) there would be no warning. The law-breaker would be arrested immediately. This probably refers to less serious crimes.