What are $(S,\Sigma)$-CCCs?
The meaning of $S$ and $\Sigma$ is defined on slide 6. $S$ is a set of base types (for example, natural numbers $\mathbb N$, Booleans $\mathbb N$, etc.): these are just formal symbols. $\Sigma$ is a set of operators, which included constants and functions (for example, $0 : \mathbb N$, $\text{true} : \mathbb B$, $\text{not} : \mathbb B \to \mathbb B$, etc.): these are pairs of an element of $S$ and a formal symbol. In the definition on slide 7, they seem to be limiting the operators to just constants.

The mapping $⟦-⟧ : S \to \mathrm{Ob}(\mathcal C)$ gives us an interpretation of a base type in the category $\mathcal C$: given any type $A \in S$, we have an object $⟦A⟧ \in \mathcal C$ interpreting that type.

They overload notation and also define a function $⟦-⟧: \Sigma \to \mathcal C^\to$. We interpret each constant $(c : A) \in \Sigma$ as a morphism $⟦c⟧: 1 \to ⟦A⟧$, where $1$ is the terminal object (called $\star$ in the lecture slides). This aligns with the usual interpretation of terms $\Gamma \vdash t : A$ as morphisms $⟦t⟧ : ⟦\Gamma⟧ \to ⟦A⟧$.

Together, both of these mappings $⟦-⟧$ allow us to interpret a signature for a simply-typed $\lambda$-calculus inside a cartesian-closed category, which is the first step in showing the equivalence between simply-typed $\lambda$-calculi and cartesian-closed categories.