A constituency is an electoral district in a specific country. An electoral district is not the same as a provincial border, and is determined by the electoral college. These are specific regions in a country determined by a significant number of voters.
If a candidate wins their constituency election a number of things might happen. Each outcome depends on the type of election.
The first, and most common scenario, is that the candidate becomes the person in charge of the constituency. This can be in the form of the town mayor, councilman, or representative specific to the country. By winning the constituency election the candidate gains a higher political position.
The second common scenario is when a candidate in a presidential race wins a constituency. This is the case in the US election, because every constituency win means the candidate has won votes in the electoral college. That way they can secure their position and win the election, as Donald Trump has done in 2016.
Other scenarios are much less common and are confined to specific countries with no overlap in others.