This tip is found in the loading screen for chapter 1 of the tortured path.
It’s to be noted that there’s also another tip that says something like ‘Of the 2000 men involved in operation Highjump, only 4 casualties were ever recorded.’
As for what this means in the story is debatable, but I think it’s referring to the allies doing the same as the Nazis were, trying to find Thule to forge the sword of Barbarossa (which we succeed in during the chapter 3 Easter egg). This operation is also eluded to in the audio logs found in the tortured path.