Direct Consular Filing (DCF) is the colloquial term for filing an Immediate Relative (spouse, child, parent) petition I-130 overseas, rather than through the US Service Center. The goal is Permanent Resident status, also know as a Green Card. Residents holding this card have permission to live, work and travel in the US. Many K Visa holders get this status after completing their AOS/Adjustment of Status.
If the US Citizen lives overseas, they may always file the I-130 for a foreign spouse, child or parent at the US Consulate OR the USCIS Field Office serving their residence abroad. An I-130 filed abroad is adjudicated (decided) in a very short time, certainly faster than a US Service Center. Upon approval, the foreign spouse applies for an Immigrant Visa (class CR-1 or IR-1). In some countries, the USC may file the I-130 at the Consulate, even if they are not resident abroad. This is the most common use of the DCF term.
Which countries allow Direct Consular Filing?
To find out if your resident country offers DCF, check this page on the USCIS website listing International Immigration Offices.