Anything that's nondenominational isn't connected to a particular religion or sect. Nondenominational churches aren't aligned with one specific, organized religious leadership.
In Christianity and other religions, people tend to belong to specific denominations, or subgroups that have their own individual, historic practices and beliefs. A Baptist church and a Catholic church are denominational. Nondenominational churches are independent of these older, larger groups, and don't feel obligated to follow their rules. This idea applies to Islam, Judaism, and other religions as well.