What is meant by an object at infinity?

In mathematics, an object at infinity is an object that is infinitely far away. As in, if you started toward it right now at a million miles a minute, you would get to it never.

Is this part of a bigger question, maybe to do with optics?

If your talking about the "thin lens formula" for a convex lens, it goes like this:

1/u + 1/v = 1/f, where u is the distance from the lens to the object, v is the distance from the lens to the real image, and f is the focal length (the distance from the lens to the focal point).

So, IN THEORY, we place the object at infinity. That means the term 1/u becomes 1/infinity = 0, which is sort of sketchy but it works. Then:
0 + 1/v = 1/f
1/v = 1/f
v=f, so the real image of the object will be located at the focal point of the lens.

Your teacher might do the variables differently, but fuck 'em.