Any effort by the author to produce his own work, whether it be in print, electronic, or other format.
Self-publishing covers any effort by the author of a written work to have his/her own work made available to the public. In a print format, this could include vanity or subsidy publishing, print on demand, or printing and binding one's own books.
In an electronic format, this would generally refer to the creation of e-books in various formats that can be sold through online venues. It may also refer to electronic files such as PDFs that are made available to download from the author's web site or other sources.