What they mean is that you need to open a command terminal from the accessories, and use the sudo utility - enabling super user powers for your user - to initiate certain commands. Though Ubuntu has become much more GUI friendly, as a rule, you should still get comfortable with doing some basic shell/terminal commands.
It can be very frustrating, I know, to get used to it, but once you do, youĺl find yourself using a GUI a lot less, and things going a lot faster.