What is the CTO means

Configure to order -- in other words, a custom configuration ordered by the store.

There are different rules in different locations about preloading the OS -- some countries forbid it, so systems come without an OS or with an open source OS.  What an end user can order in one place may or may not be what a business can or does order in another (particularly if the system was purchased out of market, originating in another country).

End users can only configure what Dell shows at the time of purchase in the country of order.

There can be options available to businesses ordering for employees, or for resale that aren't available to the general public.

Users can generally order either with Windows  or with Linux, depending on the system.  In most cases Dell will not ship a system without an operating system to an end user.