we say 'dressing' not dress - dress is a verb as in dress a wound, but dressing is a noun. Bandage dressing is just a bandage, dressing is a bandage or ointment applied to a wound. Dressing is also used with verbal senses for food seasoning, salads and manure - it is spread over food, salad, or the ground.

It could mean two things. The first one, and the one I'd assume, is that it means "a structure made of complex bandages". When someone "dresses a wound", that basically means that they're putting on new gauze and tape, cleaning off the wound, and making the whole bandage out of scratch (as opposed to an adhesive bandage that you'd put on a small cut or bruise). However, there's also an actual dress style called a "bandage dress". They're basically tight-fitting, frill-less dresses with two colors: one color for the dress itself, and another for large ribbons wrapped stylistically around the dress. All you need to do is to to do an image search of those words and you'll see plenty of examples.