It means when people are updating their USB stick for example, it's a common practice to take just .\Sources\install.wim and overwrite that after editing.
But this mentions to also copy the other files, boot managers are scattered, some are in boot.wim, winre.wim, etc.
If you use full ISO to deploy, be it VM or USB, nothing to worry about.
Will change that message to "If not deploying a full ISO, copy all output files, not just install.wim - boot files were updated as well.".