Native code is the code whose memory is not “managed”, as in, memory isn’t freed for you (C++’ delete and C’s free, for instance), no reference counting, no garbage collection. Managed code, you guessed it, is the code whose memory is free and allocated for you, garbage collection and other goodies.
Mixed code is when you have managed code that calls onto an unmanaged layer. Normally, when you have a pure unmanaged C++ DLL and you call it from .NET using P/invoke.