The word sadhna comes from the word sadhya, which means to achieve; or to aim or focus. Any intense practice that is done with 100% focus is called sadhna.
Sadhna is a long path. To do sadhna requires great patience. Sadhna can be done of any subject, be it music, yoga, archery or any other practical art. The goal of sadhna is to become one with the subject; to reach a point where there is no distinction between the subject and the practitioner. For this, you have to focus all your energy on the subject that is to be mastered or achieved.