It means you can mix icons together from different icon themes. But there are some elements you should know before even trying to avoid frustrations and failure.
- never mess with the original icons – make a copy to your ~/.icons
- delete the icon cache file
- rename your folder and index.theme – use the same name
- use the power of the inherits line in index.theme
- delete whatever folders/icons you do not like and reload the icon theme until you are happy
It will make more sense after the video.