What is meaning of au in french?

Au and Aux are contractions

Au = à le = to the (masc. singular)

Aux = à les = to the (plural)

Note that the fem. singular for is not contracted

à la = to the (fem. singular)

Je vais au magasin = I am going to the store

It is also often added to make a connection between objects.

E.G. Tarte aux pommes = Apple pie

Gâteau au chocolat = Chocolate cake