This page contains information regarding Star Trek: Picard, and thus may contain spoilers.
Dunkirk was located in northern France, located along the English Channel from England. Its name was a byword for a historical event that by the turn of the 25th century, people had started to forget.
In 2399, Retired Admiral Jean-Luc Picard used Dunkirk as an analogy for describing the mass evacuation fleet proposed for the rescue of nine hundred million Romulans from the Romulan system before its destruction in 2387. He accused a reporter of having no idea what Dunkirk was. (PIC: "Remembrance")
Considering the context, the event alluded to was most likely the Dunkirk evacuation during World War II. Born one month after the event, Picard performer Patrick Stewart has personal connections to the historical Dunkirk evacuation as he had discovered in his 2012 episode of the British Who Do You Think You Are? television series (Season 9, Episode 3); his father Alfred was among the troops evacuated from there, contracting PTSD in the process, which, being undiagnosed at the time, left its mark on Stewart's childhood. This discovery led directly to Stewart's activism for the British charity "Combat Stress" which helps veterans deal with PTSD.