PSU comes from the computer world and is there the abbreviation for Power Supply Unit. So it is the power supply of a computer system. It converts the 220v mains voltage into the 12, 5 or 3 volt voltages with which the computer parts work. The power supply is connected to the main board, the hard drive, the DVD drives, video card, processor, ect. External devices (monitor, printer, scanner, etc.) usually do not receive power from the power supply, but they need power through a power outlet.
Also soldiers use the abbreviation PSU, in that case one is about a personal standard equipment.