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They're about intervals.
P = Perfect
M = Major
In the Ionian Mode (Major Scale), the 1st, 4th and 5th are Perfect intervals; the 2nd, 3rd, 6th and 7th are Major intervals. So it's like this:
Perfect 1
Major 2
Major 3
Perfect 4
Perfect 5
Major 6
Major 7
Which is why the site shows:
P1, M2, M3, P4, P5, M6, M7
From there, you can flatten and sharpen different intervals to produce different scales. These new intervals are called Minor, Diminished and Augmented intervals. The site shows these as b, bb, and #, although they're sometimes written as m, o and +.
That part is quite confusing, but once you know what the M's and P's are about, you should be able to figure it out from the site.
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