I agree that this phrasing is not as clear as possible. What the author means is the following. Start selecting vectors from your set and each time you select a new vector check whether it is a linear combination of the ones you have already selected. This will happen for some vector if and only if this set of vectors is linearly dependent.
Note: if the set is linearly dependent, you will find a vector that is linear combination of the ones you selected prior to it, irrespectively of the order with which you are selecting your vectors.