Consider $\Omega_N=\left\{0\leq x_1\leq x_2\leq\ldots\leq x_N\leq L\right\}$, where $x_i, 1\leq i\leq N$ are, for example, some objects on $[0,L]$.
For phenomena occuring on a length scale large compared to the average distance between the objects, it is convenient to go over to a hydrodynamic description, averaging the microscopic quantities over an interval $\Delta R$ which is small on the macroscopic length, but still contains many objects. Therefore, we introduce the local density of the objects $$ m(x,t)=\frac{1}{\Delta R}\int_{\Delta R}dx\sum_{_i}\delta[x-x_i(t)]~~(1) $$
I do not understand (1). What is done there? in which way is this an average?
You are taking an interval of length $\Delta R$ and counting the objects within the interval. You started with all the $x_i$ as coordinates of the objects. The integral results in the number of objects because for objects outside the interval the delta function is $0$, for objects within the interval the delta function integrates to $1$. Then dividing by $\Delta R$ gives the density of objects at $x$