After thinking about it for a few moments, I would guess that they largely sell books and research papers and suchlike on subjects that are of interest to those in member militaries, but aren't of sufficient general interest to make it to Amazon or otherwise.

EDIT: or, I could've spent a single moment to read the contents of the aforementioned link.

My question was badly phrased. I'm not that surprised that there are books/documents produced by NATO. I'm surprised they sell them. I think everything (public) produced by NATO should be freely accessible to everyone. This was so obvious to me that I'm surprised it's not the case, another little reminder of the world we live in.