From context it is obvious that what was meant is that the English army being involved in supporting, or conducting, a guerrilla war was still a foreign concept in 1806. After all, guerrilla war, although not called that until apparently 1809, goes back to antiquity.

To make it clearer for you: To be fair to Fox, Moore, and Stuart, at the time, the concept of supporting/conducting a guerrilla war was entirely foreign to the English army.
As we all know, only 2 years later in Spain, this principled reluctance on the part of the English army to support a murderous guerrilla war was inoperative. I presume that it can be agreed that Wellington was also a professional soldier.

In this context, 'guerilla war' is a term that needs refining.

'Guerilla,' as in 'petit guerre', relating to skirmishing warfare and use of irregular troops was a term dating from the mid-C18th century and the British generals would have been familiar with it.

'Guerilla warfare' as in 'a campaign of insurrection conducted by irregular forces' (which I would suggest is a C20th usage), as seen in various parts of Europe following the revolution in France, had been rare in Western Europe in recent times.

The Dutch Patriot rising against the House of Orange in 1788 , for instance, had been short and comparitively polite. The Jacobite 'rebellion' in 1745-46 Britain was also more of an extended coup than a sustained insurrection.

Incorporating a mix of insurrection and brigandage into wider strategy would have been a novelty to most military professionals of the time .