A very simple example could be about someone who helps complete a task with you or for you when an unexpected situation makes it impossible for you to do so alone. The sentence suggests that instead of saying "Good job finishing that monthly report," one should instead say, "Thank you for finishing that monthly report. Because of your help, we were able to complete the project on time despite [the unexpected event that happened to you]." Of course, the content of this statement could change by industry and by situation (also, I don't think that giving praise and expressing gratitude are mutually exclusive), but in general the idea is that there is more substance to gratitude than to praise.

You can find more on the same site under The Power of Gratitude at https://www.cnvc.org/power-gratitude. There, it states:

Another way to practice gratitude is to verbally express it to others and share with them what need of yours was met by what they said or did. When we simply say, "thank you" we do not fully express gratitude. For example, instead of saying "thank you" we can say, "I am really grateful that you listened to me yesterday because I was really wanting to talk to someone."