I think he means, click on the User CP button at the top left of the page.
You now get redirected to a page which displays all your subscribed threads.
If you want yourself to be automatically subscribed to threads you either start yourself or post in, just go to "Edit Options" in the left pane of the user control panel, under "Settings & Options".
Then, under "Messaging & Notifications", then under "Default Thread Subscription Mode", you can select "Instant email notification", and then press "Save Changes" at the bottom of the page, and you will instantly be subscribed to every thread you post in.