Yeah, i´ve seen it a couple of times. I think it just means that you should take advantage of your navy when playing the Asia scenario. Or it could refer to the real world. Land war in asia can be tough, because of the immense heat and the large forests. Asia is also over populated, which makes land war even more difficult. So doing warfare on sea makes sense. Also because of the large amount of islands, which can easily be taken.
The "Napoleon" rule:
Never fight a land war in Asia.
The Genghis Khan addendum:
...unless you're already in Asia to begin with. In which case, go to town. And burn it.
It was a remark by some "witty" historian, looking back at what happened to Napolean when he invaded Russia and the British when they attempted to add Afghanistan to their empire in the 19th century. Like many of the sayings, it has no bearing on the play of CIV, and is only there to add a bit of humor.
Is this true? I never knew there was an origin for that quote outside of The Princess Bride.
Apparently the phrase was coined by Douglas MacArthur as a warning to JFK about Vietnam
http://www.articlesnatch.com/Article/Troop-Surge-In-Iraq-Will-Deepen-Quagmire/113076
I thought that I remembered the phrase from somewhere in my misspent youth. BTW, how did you manage to find that?
Google is your friend.
Hm... So it could be just thrown in there for fun, or a helpful tip (though they probably could have said more than that).