"Calories from fat" just refers to what percentage of a food's total caloric content comes from fat. As Zoodoo points out, fat contains more calories per gram than other macronutrients; it's very calorie-dense stuff.
That doesn't make fat "bad"; on the contrary, we need about two tablespoons of some form of fat per day for optimal health, so you don't want to cut it down too far. It does mean, though, that foods with a high fat content--bacon, butter, nuts--tend to have high calories. As a calorie-counter, you're probably going to want to use these high-fat (and therefore high-calorie) foods as accents and flavorings rather than as the substance of a meal.
I don't actually pay much attention to the "calories from fat" on the label. I'm more interested in just plain old calories, because those are what I count.
