It is a kind of food like hamburger.
There is a hot sausage in the middle of the sft bread roll, with ketchup or other sauces.
I wonder if "hot dog" is commonly used as other meanings(eg happy/surprised exclamation, showing off).
A hot dog is a frankfurter served hot in a long roll. It is also a person who performs showy, often dangerous stunts, as in skiing or surfing. It is used as a verb to express showing off in such a way; and it is also used as an interjection to express delight, enthusiasm, or surprise.