Blocking calls intrinsically wait until the action is done (e.g. until the modem is effectively connected to the network), or return on a timeout.
Non-blocking calls return immediately, and you need to register an event handler (lte_lc_register_handler(func)) , to handle notifications of certain types (e.g evt.type = LTE_LC_EVT_NW_REG_STATUS;), which can inform the application that the action is completed.
Also, "blocking functions" is a generic programming concept, not specific to e.g. NRF or LTE link library, so google will help you a lot to understand it better.
