A contrast lining is when a drapery fabric is used in place of a standard white or ivory drapery lining to line all or part of a window treatment, typically a valance or top treatment.
Contrast lining is a complementary fabric to the main face fabric, whereas self lining means you use the same fabric as the main face fabric for the lining as well.
It is used to enhance the appearance and give a custom look to the window treatment that would otherwise allow the standard drapery lining to show, thus inhibiting the appearance.