Alex has given a great answer to your "what does "all wheel drive" means?" question, I'll attempt to answer the next one:
What about other sets like Jeep Wrangler, Monster Jam Grave Digger, Ford Raptor or Off Road Buggy? What can we describe their drive system?
The 42118 Monster Jam Grave Digger and 42124 Off Road Buggy don't claim to have all-wheel drive, at least I can't see this or any similar phrase in their official description. Both have different mechanisms driving their rear wheels though.
The 42122 Jeep Wrangler Rubicon says it's 4x4 ("own a high-performance 4X4") but it has no engine, and the wheels aren't connected to anything, floating freely. I can only assume the 4x4 designation was insisted upon the marketing people of Jeep, as it has the same "drive" as the 5532 Fire Car (i.e. none):
I hope nobody would seriously consider this model AWD :)
The 42126 Ford F-150 Raptor has only its rear wheels "driven" (connected to the engine), so the proper designation would be RWD (rear wheel driven).
The 42110 Land Rover Defender is described as having "working All Wheel Drive", which is an apt designation here, as all wheels are connected to the engine (by the help of three differentials and a gearbox, which are only tangentially relevant to the question).