he's talking about incognito in Chrome I think. which really is completely useless for anonymity. all it does is not record any history, cached data, cookies, etc on YOUR computer. so if someone goes on your computer they won't know what websites you've visited. using it for getting torrents does NOTHING. if someone is tracking who visits pirate bay, it won't make a lick of difference if you're using an incognito window, they'll know you've been there.
there are, however, ways to be completely anonymous online so it's nearly impossible for anyone track where you've been. this would prevent someone (ex the FBI) knowing you've been visiting torrent sites (or child porn sites, as a very unfortunate reality using such methods of anonymity is that they're used by fucked up sexual deviants to share illegal material so they won't get caught)