I assume that they mean sending either a direct Linkedin message or an email to the recruiter or hiring manager.
When I was recently unemployed I started doing that after months of getting ignored by most companies and, in my experience, the only difference is that I got far more acks ("Hi! Sure, I'll take a look at your resume and reach out!") but I got a similar rate of applications-to-interview compared to applying through the official platforms.
this means finding a way to directly reach out to the hiring manager. like sending an email, asking a colleague for an introduction, sending a linkedin message, etc
When I was recently unemployed I started doing that after months of getting ignored by most companies and, in my experience, the only difference is that I got far more acks ("Hi! Sure, I'll take a look at your resume and reach out!") but I got a similar rate of applications-to-interview compared to applying through the official platforms.