Seems clear enough. Where some PCs start up with the aid of BIOS, Macs have EFI. MBR (Master Boot Record) and GPT (GUID Partition Table) are two types of partition tables – GPT being the newer and more flexible one.
The message is telling you that the drive on which you're trying to install Windows is set up to use a MBR partition tables, but that it must be set up a GPT one instead. On a system with EFI-type firmware, Windows expects drives to use the GPT partition table scheme.
If your drive currently uses MBR, the only way to do that is to erase the entire drive (including all other partitions) and reformat it using GPT as the partition table scheme. Obviously if you are going to do that, you want to back up anything that you have on that drive first. You also want to make sure that you have a bootable external drive available (to boot from while you're restoring the system).