Hi Rudi, I'm sure Mark means glazing in the broadest sense.
But as to how to actually do this, there are a number of different ways. Basically any transparent paint, or a paint used thinly enough to become transparent (transluscent is more accurate but you get the basic idea) can be used as a glaze. This will stain the paint over which it is applied, particularly if it is matt - much like what you see with a drop of coffee on a sheet of paper.
The three basic ways are:
brush on the oil at the standard consistency, then take most of it off with a clean brush;
thin the paint with spirits so it spreads easily;
make a true glaze, in the artists' sense, adding in a painting medium or extra oil.
Try all three, but in general I would suggest that the first and second are the way to go for most painting because we usually want to control gloss.
You can also use what amounts to a combination of any two or all three of the above.
Einion