Meaning- "Sigma bonds can occur between any kind of atomic orbitals; the only requirement is that the atomic orbital overlap happens directly between the nuclei of atoms."?
It is saying that the bonding electrons must be directly between the nuclei of the bonding atoms.
Sigma (σ) bonds are formed by head-on overlapping of atomic orbitals.
This puts most of the electron density along the internuclear axis between the two nuclei.
Here are some examples of σ bonds,
Hydrogen has an
(From Google Sites)
Ethane has an
You can also have
(Adapted from Boundless)
In all of these σ bonds, the bonding electrons are on the internuclear axis between the two nuclei.