It means somebody drew (or printed) a circle with a cross on it.
To find out what it means on any specific map, you should consult the key and/or legend, which should tell you what each of the symbols mean.
Yellow cross
A star is a capital and a circle is a city
it means a capital
capital city
Compass Rose
capital city
Compass Rose
a city
A capitol city.
it means the national capital on a map
Compass Rose
a state capital