I think all it means is that you shouldn't connect the power supply 0V to it as the main connection to the board - that needs to go in to 8). The tracks from 3) to the rest of the circuits are probably very thin and come via the processor. May get damaged if you try to run the power supply connection in through them. But when you run the step/dir signals to the stepper / servo drive, you should take the associated 0V from 3) to give you the three wires you need. Better noise immunity.

The digital / logic circuits on the board are powered from the 5V either directly from 4) or by an internal step-down regulator fed from 7). Which ever you choose, the associated 0V to the power supply should connect to 8), not 3).

Hope that make sense....