Hi,
Coldfusion is used for rapid application development. Coldfusion is not seen as a difficult language as it uses a Tag system much similar to HTML, it is seen as a very fast server language when you want to create high end robust systems. There are a number of sites running coldfusion such as
http://www.192.com http://www.gm.tv/ or check out this list
http://coldfusion.sys-con.com/node/41913
Most likely they want you to produce websites with an database backend most common coldfusion courses teach the following things as a basic:
* Setting up the ColdFusion development environment
* Publishing dynamic data using ColdFusion tags
* Reusing common code
* Building forms with ColdFusion MX
* Building search interfaces
* Building data drill-down interfaces
* Accepting user information for updating and inserting data in databases
* Incorporating JavaScript to perform client side validation
* Securing web pages
Also Coldfusion has some cool features when used with flash.
You can download coldfusion the free developers edition from adobe site
http://www.adobe.com/products/coldfusion/ which includes tutorials and how to run a coldfusion server from your machine.
Hope that helps