It means that you define quantities with respect to special reference frames according to the physical situation at hand. One example is the proper time, which is a scalar measure of time for a given particle, dependent on its trajectory. Physically it's defined as follows:
The trajectory is given in any inertial reference frame (let's call it the lab frame) by the four vector,
[tex](x^{\mu})=\begin{pmatrix}t \\ \vec{x}(t) \end{pmatrix}.[/tex]
Here, and in the following, I set the velocity of light, [itex]c=1[/itex] (natural units).
Now you define the infinitesimal proper-time increment [itex]\mathrm{d} \tau[/itex], as the time in a momentary inertial reference frame, with respect to which the particle is at rest. This you do at any time, [itex]t[/itex], and add up all these time increments. This defines proper time.
Now the quantitiy
[tex]\mathrm{d} x^{\mu} \mathrm{d} x_{\mu}=\mathrm{d} t^2-\mathrm{d} \vec{x}^2=\mathrm{d} t^2 [1-\vec{v}(t)^2] \quad \text{with} \quad \vec{v}(t)=\frac{\mathrm{d}}{\mathrm{d} t}\vec{x}(t)[/tex]
is a Lorentz invariant. For a massive particle that's always a positive quantity, and thus you can take the square root of it. Since in the momentary rest frame of the particle, you have [itex]\vec{v}=0[/itex], the proper-time increment can be expressed entirely in terms of the lab-frame-time increment via
[tex]\mathrm{d} \tau= \mathrm{d}t \sqrt{[1-\vec{v}^2(t)]}.[/tex]
"Adding" these increments up thus means to integrate from the initial time, [itex]t=0[/itex], to some lab-frame time [itex]t[/itex]. Thus you get the proper time of the particle as a function of lab time by the integral,
[tex]\tau(t)=\int_0^t \mathrm{d} t' \sqrt{1-\vec{v}^2(t')}.[/tex]
This is a strictly growing function, and thus you can use [itex]\tau[/itex] as well as a measure of time as the lab time, [itex]t[/itex]. The good thing is that the proper time, by construction, is a Lorentz scalar.
This gives you the opertunity to describe the motion of the particle in a manifestly Lorentz covariant by giving the lab-frame coordinates as function of proper rather than lab-frame time. Then you describe the motion as a trajectory in four-dimensional space time, [itex]x^{\mu}(\tau)[/itex] with a scalar parameter, which is "natural" in the sense that it is physically determined by the situation at hand, namely the motion of a single particle.
Then the four-velocity is given by
[tex]u^{\mu}(\tau)=\frac{\mathrm{d}}{\mathrm{d} \tau} x^{\mu}(\tau),[/tex]
which is a Lorentz-covariant four-vector as is [itex]x^{\mu}[/itex] since the proper time, [itex]\tau[/itex] is a scalar.
Of course, you always have
[tex]u^{\mu}(\tau) u_{\mu}(\tau)=\left (\frac{\mathrm{d} t}{\mathrm{d} \tau} \right)^2 - \left (\frac{\mathrm{d} \vec{x}}{\mathrm{d} \tau} \right)^2=1[/tex].
then the energy-momentum four vector of the particle is defined by
[tex]p^{\mu}=m u^{\mu},[/tex]
where [itex]m[/itex] is the proper (or invariant) mass of the particle, which is a scalar. Because of the previous equation, you have the relation
[tex]p_{\mu} p^{\mu}=E^2-\vec{p}^2=m^2 \; \Rightarrow \; E=\sqrt{\vec{p}^2+m^2}.[/tex]
This manifestly covariant description is very useful to find Lorentz covariant equations of motion.