You know what it means to physically hold someone's hand, but English speakers also use this phrase to talk about carefully explaining or showing something to a person who's inexperienced.
The phrase "hold (someone's) hand" is often used in a negative sense, like:
Figure it out for yourself. I don't have time to hold your hand!
What am I supposed to do? Hold his hand, like "First you do this, and then you do that..."? No way!