3-wire electrical wire for recessed lighting
The rule you're referring to relates to presence of neutral in  the switch box.  

It's saying, if neutral isn't already in the switch box, you have to bring it to the switch box; and that means if the wiring goes to the "lamp first" and you are wiring a switch loop, you must bring neutral down the switch loop, which in turn requires a 3-wire cable.  

3-wire cable can't hurt, might help.  If you are doing retail therapy on zero information, then yeah, grab 3-wire cable (although this goes against Harper's Rule of "Buy the wire last"). 

Really, you should be finding out where your power source is going to be.  If power comes to the switch, then onward to the lamps, then /2 cable will be fine. If the lamps will be tapping power, then not only do you need /3 cable to the switch, you may need it between the lamps as well.  

How to determine?  Draw the needed wires.

Lay out on paper a box for each lamp, and the switch, and also draw where power comes in. 

Now, draw "pipes" connecting how you expect to physically lay out the wiring.  The pipes must follow tree topology: "T" branches are fine, but no loopbacks: No triangles or squares.  Between any two boxes, there must be only one possible route. 

Now, put each of these wires into the "pipes": 


Neutral (white or gray): comes from power and must connect to all lamps AND the switch. 
Always-hot (black): Comes from power and must go to the switch. 
Switched-hot (red): Must connect between the switch and every lamp.  


Make sure the switch has all 3, and every lamp has switched-hot and neutral.  

You will have 2 or 3 wires in every "pipe".  If you finish with only 2, you may use /2 cable and simply use the black for the red. (bonus points if you mark it with tape). 

Now you know whether you need /2 or /3 on each segment. 

If you remember something about remarking white wires to black, yeah that was a thing once, but is no longer allowed now that neutral must go everywhere.