Anne,
The Fiery Cross is two simple sticks of pinewood, bound together by a rope. It's a ritualistic sign for clansmen to ready for war. When they see the main character, Jamie Fraser, riding through the glens and corries with the flaming cross, they're to fetch their weapons and come to a gathering place to prepare for battle. In this case they're to meet at Governor Tryon's. I'm only a quarter of the way through this book, set in the years prior to The Revolutionary War.