To "raid" means you once conquered that city, but you do not have to keep it.
Are you playing Sweboz btw? If so here is a picture of the world map when I finished the game.
Note that I conquered Patavium, but gave it away to the aedui.
Edit: You are talking about the "victory conditions" picture, right?
Now if you press the "?" in the same screen you will see all the settlements you need to capture highlighted on your campaignmap.
If you press it again you will see your raiding targets.
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