A feature is "supported" if the party responsible for the software's overall functionality asserts and takes responsibility for the correct behavior of the software when used in that particular way.
Think of it kind of like a prescription or OTC drug. The maker of that drug designed and intended it to have certain primary effects, targeting a certain "problem" (disease, syndrome, disorder, etc). However, doctors and patients may find that it has certain "side effects" which may actually be desirable. Diphenhydramine (Benadryl) was originally developed and marketed as an antihistamine. Minoxodil (Rogaine) was originally intended as a topical vasodilator to improve skin circulation. Viagra was intended as a blood pressure medication. In all these cases, the side effects (drowsiness, hair growth, erections) were seen as beneficial and the drug came to be marketed for that primary effect.
In contrast, there are side effects that doctors have seen as beneficial, or diseases that show improvement with the medication, that weren't the drug maker's intent. Until the drug maker goes through the approval process with the FDA for this new use, the drug maker is not allowed to market the drug to doctors as being useful for this condition, and does not have any liability for damages as a result of this "off-script" use. Doctors can still prescribe it - they can prescribe pretty much anything for anything - but they carry full liability for any ill effects or other failure.
Software is similar, but without FDA oversight (or drowsiness, dry mouth, heart attack, stroke, coma, death or halitosis). The product owner may have designed a piece of software to fill a certain specific need. Users of the software may then find that if you set it up a certain way, it does this other useful thing. The project owner may never have expected that, and in fact may consider it a bug. As such, they may not "support" the software being used in that way; if it fails to perform correctly in that configuration, the user is not entitled to the benefits of any warranty, nor will the developers try to fix the "problem". On the other hand, if that alternate usage is considered beneficial, the programmers may include that functionality, planning for it, testing its correctness and asserting that it will indeed perform correctly when used that way; they now "support" that usage.