What does "##vso" mean in Azure pipeline?

But you've added the link to the official documentation that explains ##vso:

Logging commands are how tasks and scripts communicate with the agent. They cover actions like creating new variables, marking a step as failed, and uploading artifacts.

You can use it with print commands in your custom scripts in pipelines:

• bash/cmd

  echo "##vso[some_action;some_parameters]message"
  

• PowerShell

  Write-Host "##vso[some_action;some_parameters]message"