Stacking is purely for convenience of management, on the traditional Procurve range. The switches discover each other over the network using a private Layer-2 protocol; there doesn't need to be a direct connection to form a stack. It is not really helpful to think of stack ports.
Turn off stacking (if only in your head) a minute. When you connect your two switches together, if you want to share multiple VLANs between them you need to have all the relevant VLANs (or all but one) tagged on the link between the two switches.
What the note about stacking is saying, is that the switches only announce themselves on their default VLAN, so that it's possible to have two switches physically connected that don't `stack'. However, this is purely for management purposes.