It just means that you're using an old version of GNU make, that
doesn't support this syntax.
The online documentation documents the current latest release of GNU
make, which is GNU make 4.3. If you're using an older release of GNU
make you should look on your system to find the documentation
appropriate for whatever version you have.
This is something to keep in mind for anything you see in the manual,
if you want or need to continue to use an older version of GNU make.