An infiltration is essentially a detected threat and in most cases relate to suspicious objects or possible new/unknown suspected malware. The term is referenced throughout the Eset NOD32 5.2 User Guide
Section 220.127.116.11 addresses when "An infiltration is detected" and how infiltrations are handled by NOD32.
Section 4.1.1 address log files where can find specific info about the infiltration.
The threat log offers detailed information about infiltrations detected by ESET NOD32 Antivirus modules. The information includes the time of detection, name of infiltration, location, the performed action and the
name of the user logged in at the time the infiltration was detected. Double-click any log entry to display its details in a separate window.
ThreatSense Early Warning System sends information about new infiltrations from a computer directly to ESET for analysis which speeds the reaction to virus threats as explained in this Knowledgebase Article
Regular scanning is recommended to remove infiltrations that may have been missed due to old virus signature updates. Smart scan checks all files on local drives and automatically cleans or deletes detected infiltrations. 18.104.22.168.2 Options expains how to use the Options section to select the methods used when scanning for infiltrations, i.e. Heuristics, Advanced heuristics/DNA/Smart signatures, Potentially unwanted applications, Potentially unsafe applications.