What he meant was that, when the record was over, he'd go to the piano with the score, read through the music and find the chords one at a time, play them in every key, invert them,
arpeggiate them, let his musical imagination suggest to him some of the moments, in some of the innumerable tunes he knew, that these chords might best suit, and generally take them in in every way he could till they were his chords, part of his repertoire of understanding and technique and blue sounds, to be used in his own performance.