A caesar cipher is a cipher where the characters of the message are all shifted a number of places in their alphabetical order. This alphabet does not have to be the English alphabet, but can be any collection of characters or symbols. The first puzzle 3301 gave us in 2012 used the ASCII character set, for example.
To encrypt a message with this cipher all you need is the message and a key, with the key being a number. For each character in the plaintext, we need to shift that character over a number of times equal to the key. If we wanted to encrypt the word "CICADA" with a key of 5, we would start with the first letter C. Shifting the letter C over five characters in the English alphabet results in the letter H. Doing the same for the letter I results in N.
Doing this for each letter in CICADA gives us the ciphertext HNHFIF. If we want to decrypt this ciphertext back into our original message, we would need to reverse this by shifting each character backwards the same amount.