'NWA' stands for Northwest Africa. It is the name used when the exact find spot is not known but the region is clear.
Each NWA meteorite gets a unique number, for example NWA 1234. The number is given by an official scientific group, after a real lab confirms the type of the stone.
When you buy a serious piece, you should receive the NWA number and the full lab paper. This is the proof that comes with the stone, the difference between a curiosity and a real scientific piece.