It is almost impossible to google, hence my understanding is limited to contextual clues from reading through the slime source code: perhaps it is part of the object system in c
Also, #-foo(code to execute) will execute the code only if foo is not in *features*.
Information about #+, #., etc. is difficult to find even in the Common Lisp HyperSpec, but relevant HyperSpec pages can be found by Googling "Sharpsign minus", etc. (Thanks Austin.)