How are problems classified in Complexity Theory?
That's what you get when you distill a whole bunch of theory to a wider audience.

In his book, Sipser addresses a general audience at the undergraduate level, possibly with no notion of computability theory; hence, he can only hint at concepts which are to be given a more formal treatment later on in the book. The part you cite is from chapter 0 (i.e., not really a chapter), whereas the material for complexity theory only appears at the end (i.e., part three). This is why the passage is so fuzzy. Most likely it is intended only as motivation and to give a broad overview for the topics to be covered in the book.

The "scheme" Sipser is talking about are reductions. If we know a problem $A$ is reducible to a problem $B$, then we know $B$ is at least as hard as $A$. (Incidentally, this is also why it is common practice to denote reductions with a "$\le$" sign.) This gives us a way of ordering problems according to their difficulty, at least for those having reductions we are aware of. As Sipser states, though, by using only reductions "we are unable to prove" whether the problems are really hard or not; reductions only give us relative, not absolute notions of hardness. This is why separation results are still rare in modern complexity theory: We have a bunch of reduction (e.g., NP-completeness) results, but only a handful of separation results (e.g., the time and space hierarchy theorems).