"Bolt on" in this case means it is a direct replacement.

I'll give you a couple examples involving an '87 Civic Standard.

1) DC Sports 84-87 header onto a STD engine. You have to replace the oil pan with an Si oil pan for it to fit, thus it is not as easy as bolting on the header.

2) DC Sports B-series header (any) onto a B-swapped STD body. There is no way that it will just bolt in, the exhaust has to be custom modified for it to fit.

The same principle applies to other header/chassis combos. Some will directly "bolt on," while others take a little more work for them to fit.