An elementary function is a function built from any combination of $+,-, \cdot, /$ and function composition with polynomial functions, exponential functions, logarithms, and the trigonometric functions of one variable.
It is very likely they meant to say the error function
$$
\mathrm{erf}(x) = \frac{2}{\pi} \int_0^x e^{-t^2}\ dx.
$$
The proof that this function is not elementary (the proof would essentially show that one cannot represent the integral as a finite amount of elementary functions) is quite involved. The author of the book is likely trying to demonstrate the integration of an elementary function ($e^{-t^2}$ is elementary) does not necessarily yield and elementary function as the result. One more time,
$e^{-t^2}$ is elementary but $\int e^{-t^2}$ is not elementary.