For instance, if you were asked to perform a workout which required handstand push-ups and you couldn't do them, you could scale to a box and do a more triangular movement, or you could grab some dumbbells and push-press. If a movement said 100kg deadlift and you can only comfortably deadlift 40kg then you would use 40kg instead.
Most coaches will talk through this and if you have questions, they'll mostly be happy to answer. Of course there are some coaches out there which aren't doing their job correctly, but most of them are really good at what they do.