Cultural heterogeneity refers to the presence of multiple different cultures in a given population. This can include factors such as people from multiple ethnic or religious backgrounds living in the same area of a city.
The word heterogeneous refers to a mix of different components. For example, soups with multiple different kinds of ingredients can be considered heterogeneous or characterized by heterogeneity. Similarly, cultural heterogeneity refers to a mix of different cultures in one place. Taking a broad view, the world could be seen as a whole as being culturally heterogeneous; there are many different ethnic groups, languages, religious traditions, political systems, social values and types of cuisine in different places in the world. A smaller-scale example of cultural heterogeneity can be found in most cities in the United States; it's rare to see a lack of diversity in a big city such as New York or Chicago.