It's a reference to a unit type. unit is pretty useless (like void in Java). It's sort of a silly thing you wouldn't do in real production code, just whoever wrote this example picked a type that is short to type, would be understood by a Rust programmer, and doesn't require any external context.
It would need to be &u8, as without a reference, you won't have any captured lifetimes, and therefore it wouldn't serve as an example for the capturing lifetime feature. &u8 is also a mostly pointless type in reality.