It's a bit unhelpful here because it's a bit of a cut and paste job.
What it's saying is that the Management LAN is intended as an isolated network for security, and packets are not routed to it from other VLANs. So it's probably easier giving it a static address and just connecting it to your management station.
If you don't have a secure network defined you can route between all the VLANs and using DHCP relay between them, if it's enabled.
The unhelpful part is that the 2520 is a layer 2 switch only, so it won't route or DHCP relay anyway. So the answer to your question is no, it won't. Unfortunately HP networking sometimes lift sections of documentation and include them for products where it's not relevant.