What they might mean by that is, the Bible itself doesn't say what books are in it - the early church sorted out what was scripture and what was not. and the Bible doesn't tell us for example everything a church meeting should look like, or how it should be organized ((tho it does say some things)) - so all the details of that didn't come from 'sola scriptura'
this is a justificatiom for the liturgies they keep, because they are traditions handed down to them over 1500 years. protestants will say, those things are not in the Bible, we should not treat them like anything but tradition. the orthodox will answer, the Bible isn't the only source of authority - the Holy Spirit is also a source of authority, and these traditions started with people who had the Holy Spirit.
It gets to be a messy and deep question about what is really authority from God. like the RCC says the pope is, whatever he says is like coming straight from God.
protestants arrived at sola scriptura ((only scripture)) as a reaction to, frankly, bad popes and bad decisions by the RCC that were clearly in conflict with scripture.
we may not be able to tell always if someone is speaking from God or not, but we DO know that the Bible is from Him, so we know everything in it is true and right, and we can use it as a 'test' because no one really speaking by the Spirit will contradict it.
Yes, I watched a documentary about Martin Luther and why he started the Reformation and I could relate to a lot of his reasons but it hasn't necessarily solved the problems he was trying to solve (within the church) as there's still corruption within some Protestant churches till this day and I also disagreed with his views on the Jewish people and he seemed to come off as antisemitic in some of the commentaries on the jewish people (jews who wouldn't convert to Christianity), but he was a human being and not perfect so just because he had some questionable views on a group of people I won't say everything he said was incorrect or not worth taking into consideration. Here's the doc I watched in case you were interested in it:
