When you insinuate something, you make a comment or do something which has a meaning but the meaning is not made clear. It's usually used when you have something bad or controversial to say but don't want to say it directly. So for example I may insinuate that someone has bad dress sense by saying everyone else looks really nice and not saying anything about them. Or that someone is greedy by saying that they enjoy their food as they stuff another piece of cake into their mouth. Or if someone asks you what you think of a new project at work and you say yeah it's ok but normally you would say it is excellent or very good you may insinuate that it is not very good but without saying that.
It can be when you want to get a point across but leave it open to interpretation so that you hope people know what you really mean but you can deny it if the person can't get angry at you.
I believe this sentence is saying that you should just say something up front and clearly - do not be afraid to do so. People may be offended or shocked but it is better than saying something in a way that you can later deny, or just don't say it at all if it's nasty!
Hope that helps!