Bilateral simply means affecting both sides.
When discussing Migraines and other headaches, we generally see bilateral used to describe head pain on both sides of the head as opposed to unilateral head pain. For example, tension-type headache tends to be bilateral, whereas Migraine is more frequently unilateral. Bilateral is sometimes used to describe other symptoms as well. For example, the possible tingling and numbness of the extremities sometimes experienced with Migraine is often bilateral.