This section in the cavernous bowels of the learning materials refers to the difference between bodies and components in Fusion 360. The Assemble part of the Learn section has some video tutorials that also explain this.
You can only export components and assemblies out to be in their own design files into the data panel. A component will most often only one body but multi body design is also possible and useful for some applications.
Once you've gotten eh concept of components, the best way to start working with components is to adhere to:
Fusion 360 R.U.L.E #1
If in doubt, before doing anything, create a component and make sure it's activated.
All objects created after activating the component such as sketches, bodies, construction geometry, joint origins, etc. are created in that component.
This has several advantages:
1. On activation the timeline is filtered to show only those items in the timeline that pertain to that component. That will make the quickly growing timeline much easier to work with.
2. If a component is exported to the data panel with "save as" this will also export the complete parametric design history.
3. Drawings can only be created from components
4. The joints in the "Assemble menu only work with components.
When another component needs to be edited for example to add geometry, it should be activated before doing so.
There are exceptions to that rule use as to any other rule. When you get more experience don't hesitate to experiment with other workflows if they suit the application better.