Hi @Tanveer Ahmed , welcome to Microsoft Q&A forum.
To understand the statement provided above, lets take an example. Suppose we have created a login and corresponding user, and then created a role which has select permission on the database. We map the user to this role, which provides the user select permission to the database. Now instead of providing deny to role we created, we directly provide deny to the user, then user will not have permission to the database anymore.
if we do the other way round, like providing the deny permission on the role and then map the role with user, and then provide grant to the user again. Then also Deny will override grant and user would not have permission to the database.
You can refer to below example for this details:
Please let us know if this is your query or else we can discuss further on the same.