A thru axle is a hollow axle that gets clamped by each fork leg and through the hub. Like what a motorcycle has. Much stiffer and stronger design then the typical QR dropout.
My sons newer downhill mountain bike has a thru axle on his front wheel/fork. I've never had a bicycle with an axle like this.
Is there any different sort of maintenance I should be doing?
Edit ---------
They are on some Marzocchi 55s, probably around 2008/2009 model year: