You've traveled to a certain country that has very strict laws. You're warning someone who's traveling there soon to be careful of the police there.
They can hold you indefinitely without a trial.
When the police "hold" a person, they keep them in jail.
If a person has been convicted of a crime and sent to prison, you don't use the word "hold". You use "hold" for a temporary stay in a jail. Usually a person is "held" by the police for a day or a few weeks:
We're going to hold him here overnight.
He's being held in the Vance County jail on suspicion of drug trafficking.
However, in some countries, the police can "hold" a suspect "without a trial" for a lot longer. This means that the police don't have to prove that you committed a crime. They have the power to hold people in jail for as long as they want.
Doing something "indefinitely" means doing it without an end point.
For example, imagine that a police officer gets suspended from her job because she did something wrong:
A: How long is she suspended for?
This means that a time hasn't been set for her to return to her job. She might be allowed to return in a few weeks, or she might never be allowed to return.
The word "indefinitely" is a little technical-sounding, so people use it for talking about serious topics.
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