dg.differential geometry - definition of the end of a manifold?

As algori points out in the comments, the definition of end may be found here. Also there you will find the definition of the neighborhood of an end.

When he says "end collared (topologically) by $S^3 times R$" he means that the end has a neighborhood homeomorphic to $S^3 times R$. Since he's assuming that $M$ has only one end, this simply means that there is a compact set whose complement is homeomorphic to $S^3 times R$ (as Mariano said in the comments).

For future reference, it's pretty common in the literature to blur the distinction between an end and a neighborhood of an end. Especially if when there are neighborhoods of the end that are products, as is the case here.