They're talking about an "insert cable," which has a TRS stereo plug on one end and, and separate 1/4" TS plugs at the other. One TS plug carries the signal coming thru the tip of the TRS; the other sends back to the ring.
This cable allows you to use separate in/out jacks on the FX unit.
Here's an example.
The "first click" allows you to partially insert the TRS plug, then use the "tip" TS plug to feed an external power amp. (Not a cabinet.)