When the auctioneers talk about a horse is working they are referring to a sibling of the horse in the ring, usually a 2 year old. So they are indicating that the family is “live” and that not only do you see good horses on the page, but there are also (hopefully) more good relatives coming along.
A 2yo that is working at the track is in the last stages of getting ready to race. A work from the gate generally means that they are getting closer to starting in a race.
So it’s just a way of adding a little hype–especially if the 2yo half-sibling brought a big price as a yearling.