A scenario is a playable map in the Heroes of Might and Magic series. All the games in the series allow you to play two kinds of scenarios: those that are part of a campaign, and the stand-alone maps. Most non-campaign scenarios can be played in multi-player.
The stand-alone scenarios usually don't involve a story, and just exist for the fun and challenge of overcoming your opponent, but those that tell stories are often canon.
In Heroes of Might and Magic V, it is possible to filter the story-containing scenarios from the others.