It could mean that you build the images on one machine, then export the images as a tar files, copy those to the destination server, and then import the images.
Or it could mean that you copy the Dockerfile and any necessary context files to the destination server and run the Docker build there.
Or it could mean you still use a Docker registry (Docker Hub, AWS ECR, or a self-hosted registry), but you're manually running docker or docker-compose commands on the destination server instead of using an orchestrator like Kubernetes.
As for me, I've done pretty well with that last option. I still use either an in-house Docker registry or AWS ECR, but I haven't needed anything like Kubernetes yet.