It means realising that there is only God or the Self to be seen in all the world, to be felt in all the world, and to be known as the ground of our being, and in the unity of all.
The word Vedanta means the end of the Vedas (Hindu scriptures). It is a philosophy of that which is beyond words - a philosophical system, universal in its application, which teaches that the Universal, the Lord, Brahman, or Self is to be found within; its reaching and realising is the goal of life for all. It is an expression of the same understanding that Jesus had when he spoke the words 'I am the way, the truth and the life. No-one can come to the Father except through me.'
Realisation or Moksha, its Buddhist equivalent term, is not to be found in books, in intellectual studies and knowledge alone - but by a life of sincere, focused and simple striving in meditation, spiritual practices and everyday activities.
I will add to this .......