Good Question 
paulscottrobson
It means this.
Game A = Arcade environment (its a menu to choose which game to play)
Game B = any game made with construct 2
Player chooses a game in the Arcade Environment (Game A) and presses play.
The Arcade Environment loads the game (which is a external game).
Player plays that game for a while and quits that game.
Player is automatically thrown back into the Arcade environment so he can choose a different game to play.
Hope this explanation makes better sense.