Whole wheat flour is exactly what is says it is. It's made by grinding the whole of the wheat head, including the bran which is normally removed from white flour. See here: http://en.wikipedia.org/wiki/Whole_wheat_flour
If you've eaten wholemeal bread, you tasted whole wheat flour.
You can buy whole wheat flour from health food shops. You might also find it in some supermarkets. (I'm not sure, but I'd expect Waitrose to stock it).