It means to do something rather than just talk about it. Talk is cheap, take action.Preaching - being talked to/yelled at.
A coach/teacher obviously needs to verbally tell you what/how to do something, but you will learn more by actually doing it.
This is why drills/problems are done over and over in sports/math so that you will have plenty of practice to learn.
Basically, it is easier to learn by actually doing it vs being told how to do it.