Yes. That's exactly what it means. In the case of the Atmel chips there is a bootloader (firmware) built into the chip. You can run it via either hardware or software and it will let you read and write the FLASH. I suspect the others work similarly.

If you browse the menu bar on the left you will find a listing of a boatload of various derivatives tabulated by manufacturer to quickly compare their features. Also, if you go to the Atmel site you can find documentation for their chips that includes a good description of the bootloader operation and the Intel Hex File format it requires.

Good Luck.

P.S.: I'd tell you about the three chapters of Philips documentation, but I don't want to steal Erik's thunder. ;)