What is WIN32_LEAN_AND_MEAN?

//Defining WIN32_LEAN_AND_MEAN "reduces the size of the Win32 header files by excluding some of the less frequently used APIs".
//It also speeds up the build process.
#Define WIN32_LEAN_AND_MEAN

#ifndef WIN32_LEAN_AND_MEAN
    #include <cderr.h>
    #include <dde.h>
    #include <ddeml.h>
    #include <dlgs.h>
    #ifndef _MAC
        #include <lzexpand.h>
        #include <mmsystem.h>
        #include <nb30.h>
        #include <rpc.h>
    #endif
    #include <shellapi.h>
    #ifndef _MAC
        #include <winperf.h>
        #include <winsock.h>
    #endif
    #ifndef NOCRYPT
        #include <wincrypt.h>
        #include <winefs.h>
        #include <winscard.h>
    #endif

    #ifndef NOGDI
        #ifndef _MAC
            #include <winspool.h>
            #ifdef INC_OLE1
                #include <ole.h>
            #else
                #include <ole2.h>
            #endif /* !INC_OLE1 */
        #endif /* !MAC */
        #include <commdlg.h>
    #endif /* !NOGDI */
#endif /* WIN32_LEAN_AND_MEAN */