Why of course my dear mechanical man. Honestly it's kinda poor form for wizards to include that bit in the 'free-to-play' rules as there is no way to take advantage of it without the actual PHB. That said;
Feats in the game differ from how they were handled in previous editions. No character naturally gains feats at any point during there character advancement. However, when a class would gain a 'Ability Score Improvement' during level up (that is to say every four levels) they have the option to instead take a feat (the game treats them as variant rules so you'll probably want to ask your DM if he is allowing them though).
Feats are basically a small collection of special abilities that can further customize your character's options and skills. Many are simply collections of previous editions feats rolled into a single ability; for example the 'Dual Wielder' feat grants your character 'Two-Weapon Defense' and that one feat that allows you to wield non-light weapons off-hand without penalty. It's kinda hard to explain since the bonuses they provide are so varied.
To the original question; assuming the DM is using Feats Human characters can use the optional rule that allows them to start the game with one. Honestly I kinda prefer the variant rule as humans seem a little 'meh' without it.
TL;DR Version: You can't take advantage of it without an actual core book so no need to worry about it.
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