In IUPAC names, "dihydro" refers to the two added hydrogen atoms needed to remove one double bond from the parent compound pyran. The numbers in front of the prefix indicate the position of the added hydrogen atoms. The italicized capital H denotes the "indicated hydrogen", that is a second hydrogen atom present on the location where no double bond is present. The indicated hydrogen is placed just in front of the parent hydride (pyran).
Note that the position numbers of the ring-members do not follow the position of the double bonds here. If also the second double bond is removed by two more hydrogen atoms we get tetrahydropyran, or oxane.