I think he means dash-cancel with Shield Button.
Heres an explanation of how to use it and why:
Imagine you run towards an opponent, without dash-cancellig you have 2 options for an attack: either you perform a dash-attack (press "A" while running) or you can jump and do a Aerial. But If you run and cancel your dash with Shield, you can perform any action out of a dash a lot faster than you could if you just waited till your character stands still after running. For example you can run towards you opponent, press Shield and then "A" to grab out of your shield or you can perform a (non) Up-Smash out of your dash.
Its nice for Mindgames, gives you more Options for moves out of a dash.
There are also other ways to cancel your dash, like Up-Smash-Dash-cancel. Just perform an Up-Smash while you're dashing and you immediately perform a Up-Smash even without cancelling your dash with the shield-button. This only works for the Up-smash though.
cya