It means the implementation can just throw an UnsupportedOperationException instead of doing any actual work. The collections returned by Collections.unmodifiableXXX all throw this exception when trying to add, remove or set anything.
When you want to implement your own Collection, it is often convenient to start from one of the available AbstractX classes. For example AbstractList. This will give you a default implementation for all the methods you don't have to implement (for example throw an UnsupportedOperationException in the case you don't implement the remove method).