I think they are referring to potential number of connections in the brain. If so, then the potential number of connections would dwarf the number of atoms in the universe. The idea is that each neuron can send a message to every other one in the brain. Whether this is true or not, who knows. I guess in principle it is. It is an nearly impossibly huge factorial, maybe 10 to the 30th, factorial. That makes the number of atoms
in the universe (maybe 10 to the 80) very small in comparison.
It is not that the neurons are connected rather they have the potential to be. I think that is what they mean. Might help if someone could post on possibility that each can talk to every other. If they can, then the human brain would be the most complicated thing we can come up with. Sure we can think of things larger than the brain but the brain is most complicated in sense of a thing that has reason to be thought of as together.