DRM means Digital Rights (or Restrictions, depending on your preference) Management. Anything which forcibly restricts what you can do with digital data is a form of DRM!*
A CD check restricts you from using the data without putting the CD in the drive. Copy protection restricts you from copying the data. Encryption and online authentication may be the sorts of technology that have become more associated with the (relatively recent) term 'DRM', but the term is very much applicable to older technologies as well, and GOG is explicitly ensuring that their games are free of ANY of that kind of thing.
(*) I'll add "and which was included expressly for that purpose", to avoid any silly responses.