The terms Caster, Castor and Superfine are interchangeable as far as sugar is concerned. In the United States it is sold as Superfine, in Britain it's sold as Caster (previously Castor).

Superfine or Caster sugar has grains of a specific size, smaller than granulated sugar. Because the grains are finer, they dissolve quicker which is better when cooking meringues and many cakes.

The picture on the right shows sugar grains. The finer (superfine / caster) is on the right with the larger (granulated) on the left.
You can make your own superfine / caster sugar from granulated sugar. Simply place the granulated sugar in a food-processor and whizz it round for 15 seconds. The grains will not be as evenly sized as the shop bought type but it works fine in our experience.