Thick line with square brackets on schematic
These are buses or groups, as some call them.

You can think of them as bundles of wires or of PCB tracks.

They're used to simplify moving a set of connections around that are usually grouped together anyway because they share characteristics or share sources and destinations. They stop the schematic getting very congested, as it can if the connections were drawn individually.

Connections can join and leave the bus/group and need to be named as they do so. The whole bus/group has a name too, as you noticed. Square brackets denote a numerical range, so [7:0] means 'from 7 down to 0', GPIO[1:2] means 'GPIO1 and GPIO2' etc.

Common ones are data and address buses for digital chips like MPUs, MCUs, memories, and I/O buses for MCUs such as an I/O port.