This means, we may use an imported product/material, like for example a cotton sourced from Mexico that is imported to the USA to make the T-Shrit. Or, the T-Shirt is made in Mexico as well and shipped the USA. Then, through a supplier in the USA, we obtain the t-shirt and we add our designs or embroidery to it, to finalize the product. This is what "Final Assembly refers to as an example.
TL;DR: Utilizing products or materials from a foreign country and then putting the final assembly or touches in the USA.
This is common practice amongst the clothing industry and an other industries.