Please explain what 'can shoot raw'means

Are Sony cameras particularly sony alpha, lags behind nikon or canon cameras? Can i hear your opinion?

It means the camera can take photos in the "RAW" format. This is a higher quality format than the usual (JPG). However, it isn't compatible with many editing programs, and RAW image files take up more space on your memory card.

All of today's DSLR cameras can take photos in both RAW and JPEG formats, including Sony Alpha.

Raw is the file created from All the data off the camera's sensor. It is a larger file than a jpg, but unlike a jpg, it has not been processed in camera. YOU do the processing for the best image in software. It's handy to have the ability to shoot in raw, even if you don't need it all the time.

Sony DSLR's are pretty good - however, the one thing against them is that they use a non-industry standard sized hotshoe - it's a pain if you ever want to buy an external flash or triggers as you also need to buy an adapter.

Raw is exactly what it says IE Raw data… All digital cameras record the data on an image sensor. Unless your camera is set to raw then the image file will be compressed ( ie some of the data will be lost ) and converted to JPEG.
DSLR cameras ( and some high end compact cameras ) have the ability to keep the image in RAW and not compress it.
So why shoot ( record the image ) in Raw?
The reason is for editing purposes and the fact that because you are not compressing the image and losing data then the picture quality is far higher IE you are retaining all the pixel data. When you come to print your photgraphs.
You will however need a programme to be able to view raw images as there's nothing built into windows to view them. Camera manufacturers usually provide their own sofware along with the camera, but you are better investing in software such as photoshop/bridge/lightroom etc.