。
Mark the words you don't understand.
Literal
Not-understand words [target-に] marks [object-を] attach.
言葉 is the everyday word for 'word/expression,' compared with the more technical/academic 語. 分からない言葉 is a relative clause modifying 言葉 — 'words you don't understand.' 印を付ける uses kanji 付 rather than hiragana つける — no change in meaning.