What I think he means is how, for example, the browser can put tabs on the titlebar of your application when maximized. (Google Chrome does this.)
Also, many programs will also put stuff on the window frame (that's its correct name) even when not maximized.
This is is something of a black art, since it is highly OS-dependent.
For Vista through Windows 7 (and if you install Aero Glass on 8) you can use the Windows Glass API to "extend" the drawing surface of your forms into the glass.
http://msdn.microsoft.com/en-us/magazine/cc163435.aspx
(And google around "aero glass api". Don't shy away from the Delphi articles either.)
For older versions of windows, you want to google "paint nonclient window area".
I don't know anything about the Windows 8 API.
And after all that, you've got about as many hurdles to hop in *nix. Not to mention OS X.
For all the grief, it sure can make your app look pretty, but it might not be worth it.
Hope this helps.