There are a few questions in this post, but I'll start with defining the tools you ask about.
- SketchUp is a drafting tool that allows you to draw surfaces. SketchUp files end in ".skp"
- OpenStudio application is a building energy modeling interface. Openstudio files end in ".osm"
It's MUCH easier to use a drafting tool like SketchUp to create the geometry of a building energy model than entering surface X-Y-Z coordinates by hand. As a result, a SketchUp plug-in was created to use SketchUp's tools and features in order to create and modify OpenStudio files -- OpenStudio is "plugging in" to SketchUp, so to speak. Even though you're working within SketchUp, you usually don't care about saving the .skp SketchUp file for a building energy modeling project.
The two sentences that you refer to are mentioning that an OpenStudio file can be altered in either the SketchUp plug-in or in the OpenStudio application. If you have the same OpenStudio file open in both tools, and make a change to the file, you need to reload the OpenStudio file in the other tool. For example, you add a new construction assembly in the OpenStudio application. After saving the updated OpenStudio file, you need to open the updated OpenStudio file in the SketchUp plug-in in order to assign the new construction assembly to a surface you can click on. If the OpenStudio file is already open in the SketchUp plug-in, "reloading" means opening the same file again. This reloading (aka opening the same file again) is the same whether you're working in the SketchUp plug-in or the OpenStudio application.