You can heat Zeolite using solar power during the day and release the energy at night. Current thermal energy storage techniques use stuff like molten salt (http://en.wikipedia.org/wiki/Thermal_energy_storage), which is a lot harder to work with than pellets.
What they mean is that when the Zeolite is "heated", then it can be stored indefinitely without "cooling down". If you heat water and put it in a tank, it will lose its heat relatively quickly. The Zeolite stores the energy from heat in (stable) chemical bonds, so it won't lose energy over time.