Kind of… what they're talking about has to do with the expression pedal, which if hooked up using the expression pedal jacks on the Factor pedals doesn't use MIDI. (The alternative is to connect the expression pedal to the MIDI controller, which would then translate it to MIDI CC and broadcast that on down the line, assuming the MIDI controller does that – I'm not familiar with that one, either.)

What they're talking about is a cable with one 1/4" TS plug that goes to the expression pedal and 3 more 1/4" TS plugs that go to each Factor's expression pedal input jack. Very likely, this would need to be a custom built cable, but, if you're at all handy with a soldering iron, can be quick, easy, and cheap to make yourself. If not, someone at a nearby music store should be able to, if they have a repair department. Or you could MIDI, in which case the CC messages would be transmitted on the MIDI cables.