Eutheria, or placental mammals, is the biggest of the three subclasses within the larger Mammalia class. The other two groups two groups are Metatheria, or marsupials, and Prototheria, or monotremes.
Afrotheria is a clade within Eutheria, and is composed of several different mammal groups that are either in Africa or are of African origin. This clade may appear quite diverse, but these mammals, including elephants, aardvarks, tenrecs, dugongs, and hyraxes, are more closely related to each other than originally thought. Because the continent of Africa is isolated from the Americas and Asia by water, this group of mammals was able to diversify and fill many niches in the variety of ecosystems throughout the continent. Afrotheria is relatively new concept, and they’re still figuring out where to put it in the Linnaeus system. I think they’re just calling it a “superorder” for now.