% mpv file.mp4
That's what they mean.It doesn't really have things such as "File → Open" like VLC has. At least not out of the box, but it's scriptable with Lua and there are scripts and even entire "alternative frontends" that can do this.
It can also be remote controlled via a socket; I built an audio player like this; works pretty well.
In general, if you want a "Windows-like" or "macOS-like" experience then VLC is pretty good. If you want a more "unix-beardy" experience then mpv is pretty good.