It's a small disk that can teach certain Pokémon a new attack. Rosie, if you'd please.

[After fifteen seconds or so, his Clefable arrives with his reusable Return TM, which he promptly shows Luke.]

Not all TMs are compatible with all Pokémon, but they can be used to give them greater type coverage. For example, Rosie here can use every type except for Poison, Ghost, Dark and Dragon.