On first glance this question can be hard to understand and when broken down, it still remains vague. However, this is by design and this question is a fairly popular one amongst employers. It is designed to make you think and the way in which you deliver your answer is often more important than the answer itself. A top tip is to not give a one word answer on this, i.e structured/entrepreneurial, as you will undoubtedly be asked to expand on your answer.
The question is asking about how you prefer to operate. Do you lean towards the more structured side of working life, where you will operate inside a set framework. This would most likely involve delivering certain results and working within set time-scales. Entrepreneurial is referring to a preference more towards doing things your own way. Thinking outside of the box and coming up with your own methods of achieving goals and finding the solution. Both are valid and sought after personality traits, but you will want to tailor your answer towards the job you have applied for.
If the job involves design or a large degree of creation, then you should choose entrepreneurial. If you will be working as a fitter and turner who will be required to produce a set number of products per day, then you should choose structured. If this choice becomes a grey area then you could take the safety option and sit on the fence.
For example, If you want to work in a call centre with set weekly sales figures, it might at first appear you should go with structured. However, getting the potential customers to agree to buy the product will involve some improvisation on your part. An example answer in this scenario could be. "While I enjoy the structure of knowing where I stand. I feel it is important to me that I am allowed to exercise and develop my entrepreneurial skills in all walks of life."