This is an old phrase used to be said in my country too for something you are trying to do without really trying to achieve it by your self to experience it and see how it works but just by relying on somebody else experience advises.
In my opinion you can’t really achieve something if you don’t experience it yourself and in this case through the phrase ,that it is impossible to learn how to learn how to swim without getting wet because somebody may tell you his experience on how to make the movents correct and how you use it in the water and you can also practice out from the water but if you don’t get into the water to experience your self how you use them in the water you cant really learn to swim .I think this phrase want to show us that if you want to achieve and learn something you have to get into it so you will really be familiar with it.
Is the same example in different sections in real life as at the university.For example if you don’t practice on something you cant really learn how to use it and produce the best of it,as in university showing us that if you don’t study and try to learn on your own and you just take advise from others and help you with the assignments you wont really be able to be familiar with the subject unless you try to learn it on your