function generator is the same thing as the waveform generator, signal generator. when designing debugging electronic circuits, some times it is needed to feed external voltage signals into the circuit. The function generators (waveform generators ) allows us to create many kinds of voltage signals (waves) such as sine, square, triangle etc. we can set the required frequency, amplitude and dc offset of the signal (within the supported range of the function generator)
some oscilloscopes(base model of most high end scopes and upgraded versions of several low end ones) has a built-in function generator. so you don't need to buy a separate one but they may not offer some advance features as expensive standalone function generators.
you can find more info on the web.