Someone probably just phrased their explanation somewhat ambiguously. There is only one type of 'research' - the kind that your villagers do at the research table. The points they gain by doing their research are used to achieve higher technology levels on the Village Tech screen, and building is one thing that you can spend those points on. You can click on "Info" after selecting one of the village techs and see information about that technology.
The other type of advancement is to improve individual villager's skills. They do this in 5 areas - farming, research, breeding, healing, and construction - and gain skill by actually performing tasks related to a particular skill area.
I hope this helps clear things up!
