Mambo was a type of Latin dance from Cuba on Earth.
Upon hearing that Captain Picard was supposed to dance with the Evora Cuzar in 2375, Beverly Crusher jokingly asked if she was capable of mambo. Later, when under the influence of metaphasic radiation Picard did not want to listen to a piece of classical music, he switched to a mambo, beginning to dance. (Star Trek: Insurrection)
The piece of music Picard was listening to was the "Make Over Mambo," composed by Alan Silvestri.