What is the meaning of "Rb is in the active state"?
The terminology of "Rb is active/inactive" refers to the activity of inhibiting E2F.
So active Rb inhibits E2F, while inactive Rb doesn't inhibit E2F. 
With regard to Rb and phosphorylation - the story seems to be more complex ([1] describes Rb as an enigma).
According to [2] (this quote is from the summary of the paper by eLife):


  Narasimha, Kaulich, Shapiro et al. now present biochemical analyses of
  Rb proteins that show— completely unexpectedly—that the cyclin D
  complex adds just one phosphate group to Rb during the G1 phase,
  although this group can be added to one of fourteen different sites.
  The resulting 'mono-phosphorylated' Rb varieties can each sequester
  different transcription factors and stop them working.At the
  restriction point, many more phosphate groups are then rapidly added,
  and the Rb protein is inactivated by a different cyclin. This
  cyclin—called Cyclin E—then drives cells into the next phase of the
  cell cycle. Establishing how cyclin E is activated is a priority for
  future research.

+ 3. Wikipedia's Cyclin-dependent kinase (CDK) page says: 


  By definition, a CDK binds a regulatory protein called a cyclin. Without cyclin, CDK has little kinase activity; only the cyclin-CDK complex is an active kinase.


Wikipedia's Protein kinase page says: 


  A protein kinase is a kinase enzyme that modifies other molecules, mostly proteins, by chemically adding phosphate groups to them (phosphorylation).


And here is a nice visual explanation from Life: The Science of Biology (10th edition):



So both "active CDK" and "active cyclin-CDK complex" (and according to the other answer, also "active cyclin") refer to the case in which a cyclin is bound to a CDK to form a cyclin-CDK complex, such that the CDK might phosphorylate some substrate.
(I didn't mention the cell cycle here on purpose, as I am not an expert, and so I am wary of claiming that an active CDK always pushes the cell cycle forward. If I understand correctly, we still don't know exactly how each cyclin-CDK complex affects the cell cycle.)



As for your last question:


  In general, Maybe one can say that binding (Rb with E2F or Cyclin with
  CKD) means activation and disconnecting means inactivation?


As mentioned above, you could say that about a cyclin and its CDK.
Unfortunately, you can't say that in general. E2F here is a counter example (it is inhibited when Rb binds to it and activated when Rb disconnects from it).
However, you could say that in general, when something binds to a protein, the protein might change its shape, which might lead to activating or inhibiting some function.





[1] Dyson, Nicholas J. "RB1: a prototype tumor suppressor and an enigma." Genes &amp; development 30.13 (2016): 1492-1502.

[2] Narasimha, Anil M., et al. "Cyclin D activates the Rb tumor suppressor by mono-phosphorylation." Elife 3 (2014): e02872.