If I interpret you question correctly, I think the sentence means that you cannot form pi bonds without forming sigma bonds first. If thats it, then, it make sense.
sp3 hybridized orbitals = 1 sigma bond
sp2 hybridized orbitals = 1 sigma, 1 pi bonds
sp hybridized orbitals = 1 sigma, 2 pi bonds
Basically, it is not possible to form only pi bonds without forming sigma bonds first!