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).
If it is indeed a lens with just a single aperture setting, can you tell me the model number? I'm quite curious now. Thx.