This means that a traversal from node to node (similar to a JOIN in a relational database) does NOT use an index. Instead, it's more like chasing pointers, jumping directly to an offset. Whereas relational databases do use an index to perform JOINS - it's essentially a set comparison, using an index to see where two sets overlap.
What this means is that the performance of joins in relational databases is dependent on the overall size of the tables, while the performance of traversals in a graph database that implements index-free adjacency is not dependent on the overall size of the data (rather just the connectedness of the nodes being traversed), because an index is not used for traversals.