It is a sweet, fortified wine - if you've ever had Port or Icewein then I expect this would be similar. The grapes are harvested and then left in the sun so that evaporation concentrates the sugars. Today's Commandaria is aged several years in oak barrels - in ancient times the wine would have been stored in big terra cotta jugs.
I'd like to try this sometime, if only for the history of the thing.
You can read about a more or less recent tasting here.