Self settling is the ability to fall asleep independently. This is a learned skill just like any other and every baby is different and will learn things at their own pace. Prior to 18 weeks, babies do not have a developed circadian rhythm and therefore require help to settle from parents by means such as being held, rocked, fed etc.
After 18 weeks they can start to practice self settling on their own and while some babies are naturally better at this than others there are things a parent can do to help support their child develop this skill which is where the term sleep training comes from. There is no correct age to sleep train and for some children, it isn’t necessary at all they will just get the hang of falling asleep without any real effort from parent’s but for others, it can be more difficult and some gentle guidance is required.