It doesn't really mean that, though that helps. It means that at some point you must have had a way to inject your software onto it. That might mean physical access to the computer. Or it might mean physical access to the operating system image before it was loaded onto the computer. Or it might mean physical access to the bespoke software image before it was loaded onto the computer.
One scenario, for example. You work for a company that produces software to control lottery random number machines. You insert, suitably obfuscated, code working on this principle into the software before release. The code is audited, but as all eyes are on modules relating to the retrieval and display of the random number, your code is largely ignored and just assumed to be poorly written, not evil, per-se.
Your accomplice then gets a job as a janitor at SuperMegaBall HQ, one of your clients. They're able to use a cellphone to extract the secure login credentials, which you then crack, and said accomplice is then able to gain full access to the computer with the credentials and upload a software update that'll give you the numbers you want.
This is so foolproof I could work as the scriptwriter for "Scorpion". *kills myself*