The whole language approach refers to a teaching principle that advocates teaching language in a way that ressembles first language acquisition. It means that learners are exposed to un-filtered language and have to use strategies to achieve comprehension. It is the language equivalent of learning to swim in the deep end first (not that I would encourage that for swimming).
In the ESL or EFL context, it means using, as much as possible, first language materials and adapting your teaching to help prepare and support the material. Although I will admit that I look for first language material that is relatively appropriate for ESL students (e.g. slow speakers, short videos, articles with lots of sub-headings, etc.) I seem to get away with first language material even for basic students. Watch to video to find out more...