If they said something like "United 231 Heavy approach", then Heavy is part of the callsign for United 231 that indicates it is a large airplane that can cause problems for aircraft following it. If it's something else, if you could give an example we can explain what it means. You could google "wake turbulence" if you wanted more details about the problems for following aircraft.
In the example I gave, this is the approach control responding to a call by United 231.
