He means that his 24-70 zoom lens has the maximum aperture of f/2.8 at all focal lengths from 24 to 70. Cheaper lens would get to, say, f/3.5 at 24, but at 70, you wouldn't get more than f/5.6, for example. So you can't set it to 70mm and f/3.5, even though you can set it to 24 and f/3.5, because it can't physically do that. Of course you can set it to f/13 or even more, that's easy to do with an ordinary lens. There are some funnier lenses (mirror lenses, for example) that have fixed apertures. It's f/8 and you can't do anything about it, because there is no mechanism that would allow you to cover more or less of space before the sensor (film).