If the name for a domain (or zone) is "example.com.", then an @ record indicates that the name for the DNS record is also "example.com."
In the GUI for a Microsoft Windows Server DNS Service, this is (or at least has been for a long time) called "Same as parent folder".
Normally the name used for a DNS record indicates everything before the name of the zone (commonly called the "domain name"). So if you enter a record named "server01" in a DNS zone called "example.com.", then the full record is "server01.example.com." If you want to enter a record where the full record is just "example.com" (which is necessary for a lot of things, like MX records), then you enter an @ in many DNS systems to tell the DNS server to respond to requests for "example.com." with the data you add to the record in question.