No. What it means is that as a sole proprietor you report all your business income/expenses on SCH C as a part of your personal tax return. You as the sole owner of the business, can not be an employee of that business you own. But you can have other employees that you hire. So if required, you *will* do the W-2 or W-2c for those other employees you hired and paid in 2017. But under no circumstances will you ever issue a W-2, W-2c, 1099-MISC or any other type of tax reporting document to yourself.
