"Native support" at least in interpreted or JIT-compiled languages typically means code that's basically just a link to precompiled functionality that sits below the interpreter.
In JavaScript, for instance, if you alert window.open in Firefox, you'll probably see a function whose innards say something like "[native code]." While all references are fed to the interpreter and steps need to be taken to establish context and scope, the innards are basically cached and ready to go. window.open for instance, probably calls something from a browser's run-time environment.
This is different from the non-native objects and methods you or somebody else wrote, because in those cases all your statements need to be interpreted/evaluated.
If somebody were using the term in reference to a language that pre-compiles, I would assume they just meant all of the core language stuff that the compiler actually tokenizes and converts to machine code vs. the stuff you define yourself which is more about the structures and references used to link it all together.