To data mine is to obtain information from a game by dissecting its system files.

From Wikipedia:

Data mining (DM), also called Knowledge-Discovery in Databases (KDD) or Knowledge-Discovery and Data Mining, is the process of automatically searching large volumes of data for patterns such as association rules. It is a fairly recent topic in computer science but applies many older computational techniques from statistics, information retrieval, machine learning and pattern recognition.[1]

In WoW, data mining is often used to retrieve models, sounds, and other files which are in the database but inaccessible to the average user. It is strictly prohibited by Blizzard Entertainment[2], and content obtained through this method will be deleted if posted on the WoWWiki.