You just did! When you're in a forum or a sub forum such as
here, if you look towards the top right hand corner you will see a blue button with white writing that says "Start New Discussion", press that.
A gedcom file is the industry standard for sharing your family tree data between different Family History Software programs or utility tools like
FTAnalyzer. Downloading a gedcom file to your own pc effectively gives you a backup, a copy of your family tree data that you could then use in another FHS if you ever needed to.
Peter is talking about people who only use the online version of Ancestry. Ancestry have a FHS called Family Tree Maker and they produce an updated version every year or so. Its a fairly popular FHS and you'll see it referred to as FTM2012 or FTM2014 in various forums here. FTM is installed on your pc and whether you do your work online or on your pc, or both, you can synchronise your trees at a touch of a button. Peter goes on to explain that the pc version has more features than the online version.