Simply put, the didactic courses are pretty much any non-clinical course (clinical = patient care... I'm not referring to pre-clinic). They're the "classroom" courses where you learn what you need to know for clinic. This includes everything from gross anatomy and biochemistry to operative technique (learning how to fill cavities) to advanced concepts in periodontics, to practice management and ethics.
Dental school will train you in the basic sciences, general dentistry, the dental specialties, and practice management/ethics type courses. Perhaps there will be other topics thrown in, including things like research.