Self-settling is a baby's ability to fall asleep on their own, and to get themselves back to sleep when they surface between sleep cycles, without needing to be fed, rocked or held all the way down every time.
It helps to think of it as a skill that develops gradually rather than something a baby either can or cannot do. Newborns genuinely need help to settle, and the capacity to resettle independently emerges over the first several months as their sleep matures.
You can support it gently: put your baby down calm and drowsy where you can, keep a consistent wind-down, and give a brief pause before responding to a stir so they get the chance to resettle. With twins, those small consistent chances, offered to both babies, help each of them build the skill in their own time. Always follow safer sleep advice.