The triple dots denote a tensor-contraction over three indices. This is a generalization of the notation for the scalar product (which is contraction over one index). The three adjacent terms $E$ are implied to form a tensor product.
$\chi^{(3)}$ is third order term of the perturbation expansion of the full (non-linear) susceptibility (more specifically electrical polarizability; in non-linear optics the susceptibility is expanded in perturbation series, while usually one only considers the linear term).
So $\chi^{(3)}$ is a tensor of rank 4 and three of its indices are contracted with the indices of the $E$-fields giving the polarization $P_{NL}$. I guess the first non-zero, non-linear term is cubic because there is usually no effect analogous to diamagnetism for electrical polarization.