It is asking if any of your dependents (children you are claiming on your tax return) are also filing their own return.
There are times when a child is a dependent (so you claim them) but they worked, so they have to file a return also.
That is what it is asking, are you claiming anyone on your tax return that is also filing their own tax return.
(By the way, if a dependent files their own tax return, they select "Someone else can claim me" and "Someone else will claim me" so that the other taxpayer (the parent usually) can claim them.)
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