Sieves are a type of algorithm used e.g. in finding primes with the sieve of Eratosthenes, sieve of Atkin etc. "Sieving" refers to gradual dismissal of directly generated sequences of numbers as possible candidates, until only the desired numbers are left.
Sieves are a type of algorithm used e.g. in finding primes with the sieve of Eratosthenes, sieve of Atkin etc., finding lucky numbers, or in integer factorization. "Sieving" the candidate numbers refers to gradual dismissal of directly generated sequences of (in that context, composite) numbers as possible candidates, until only the desired (e.g. prime) numbers are left.
For the unrelated email filtering language, see sieve-language.