What you did with that command was to enable dcc server to listen on port 59 for sends and chats. To read about dcc server, in any mIRC window type /help dcc and scroll down to that part. The other info on that help page should answer your questions (and do please read the part referred to there about accepting files on IRC) and you can also read more info by typing /help sending and receiving files . The mIRC DCC Server listens for direct connections to your IP address from other mIRC clients. You got the msg to do that from whoever you were requesting the file from because they want to use dccserver on port 59.
Since you are new, i feel i should warn you. Accepting files from ppl you dont know and trust completely is not a good idea. Many files are infected or are illegal to share, and some networks and providers frown on mass filesharing. Obviously i dont know specifically what files you are trying to get or from whom, but for everyone's sake please exercise caution. Be aware that on this forum we dont help with mass filesharing questions.