The DOT means it's an interface nested within the Map interface. It's done like that because it doesn't really have a sensible meaning other than in the context of a Map. It's a class that's used to encapsulate a key/value pair in a Map.
When you're iterating over a Map, you can use the keySet() method to get a collection of the keys, or the values() method to get a collection of the values. But you often want to iterate over both at the same time. In that case the most efficient way is to use the entrySet() method, which returns a collection of Map.Entry objects, so you get both the key and value together.