What is a *.sorted command and why doesn't it work in my bash?

In a Bash Guide for Beginners (sec. 3.2.1.2. Local variables) there is an example command which is supposed to list all of the local variables, that are not in enviromental variables, or so I think:

diff set.sorted printenv.sorted | grep "<" | awk '{ print $2 }'

Now I believe I understand everything about this command except the *.sorted part. Furthermore this command doesn’t work on my Bash specifically because of the above elements. Here is the response (it’s the polish No such file or directory):

diff: set.sorted: Nie ma takiego pliku ani katalogu
diff: printenv.sorted: Nie ma takiego pliku ani katalogu

Worth noting is that I use Ubuntu 14.04 with close to no changes to its default installation.

Anyway because of this I am unable to analyze this command in my Bash, nor was I able to find anything about this on Google except the very tutorial I took this command from.

I will be grateful for a comprehensive explanation since I never encountered such a expression before.