Yep as Boss Hog said. Basically it's a quick way of getting potential final ideas down. Other terms for pretty much the same thing are: mock-ups (as Boss Hog mentioned), thumbnails, comps, roughs....you get the drift.
as the others have said scamps are rough drawings used to convey the idea of a ad/design rather than get bogged down in details. i show all my initial ideas as scamps to clients. If you show them a scamp, you can talk through an idea and the reasoning behind it.
if you show them a mock up they almost always get bogged down in details - "i like the idea, but i don't like the colour of the car you've used" failing to realise it's a low res placeholder etc etc
my old boss used to say if you can't sell an ad from a scamp then it's a bad idea