So, the statement above explains the success of Shirley Temple's films by explaining the setting of their making, or by giving them a context.
Context can be defined as the set of circumstances that form a basis for understanding an event or an action or a sentence. So, a cultural context provides us with the current situation in all spheres of life at the time, helping us understand the success of those films.
Obviously, all those aspects of life aren't listed here; it is only stated that the time frame is the Great Depression which refers to economic crisis in 1920s and 1930s.
