#pragmas are a way to help inform the compiler to complete actions while your program is being compiled. You can find out more about #pragmas here.
In Visual Studio we use #pragma once. The intent of this #pragma is to allow for a file to only be included and compiled once.
While non standard in C, C++ and Wiring, it is quite common to use this #pragma over the standard #ifndef/#ifdef/#endif approach. Using #pragma allows the Visual Studio compiler to efficiently open/read/close the file if #pragma once is encountered over the standard approach. This allows compile time of your program/sketch to be improved.
While a new concept to Wiring and Sketches, precompiled headers are common in C and C++ development. They make compilation even more efficient than using #pragmas.
The default Wiring template creates a few files (stdafx.h and stdafx.cpp) in your project that are used to manage precompiled headers. You can find more info about these files here. Please note that precompiled headers are disabled in our default projects to ensure source compatibility with Arduino Wiring.