what does it mean and how do I do it?
A selvedge is a ‘self edge’–just the two edge stitches in a piece. Some patterns have your work these two stitches always in stockinette or garter.
Does your pattern have something like a K2 at the beginning of each row? That would be the selvege stitches.
A selvedge is just the edge of something, most patterns include them and you may knit them every row, or knit on RS, purl on WS.