What they've most likely meant is that do not - for the love of everything that's holy for you - go blasting tens of thousands of links in the first hour, and then stop. There's nothing wrong in setting up a site with little content, then setting up social media profiles and dropping few links here and there, because it will take some time to index them.
The whole point is that the growth of your linkprofile should look natural, with no major spikes or anything - just make it gradually, and slowly enough, grow.
Some might want to play it oversafe, and wait for their whole website content get indexed first before starting linkbuilding, but even that approach shouldn't take more than couple days in normal situations.