HTML validator checks to make sure the HTML code on your web page complies with the standards set by the W3 Consortium, the organisation ("organization" in US English) that issues the HTML standards. There are various types of HTML validators: some only check for errors, while others also make suggestions about your code, telling you when it might lead to (say) unexpected results.
CSS validator checks your Cascading Style Sheet in the same manner. That is, it will check that it complies with the CSS standards set by the W3 Consortium. There are a few which will also tell you which CSS features are supported by which browsers (since not all browsers are equal in their CSS implementation).