So using http://msdn.microsoft.com/en-us/library/ff648492.aspx at the very bottem of the page theres a condition that states, "High Volume?". I just want to understand this. A brief explanation will be really helpful, thanks.
One reason for this statement is because of all of the extra server resources required by workflows. An event receiver fires, executes its code, and is done. A workflow has associated task lists, SPTimer jobs, and persisted information about its state and version. What is "too much" really depends on how many workflows and how complex they are. To be honest, it also depends on whose opinion you are seeking. For example, I'm including two links below. They both address workflow capacity in different ways. One of them implies that with higher volumes, workflows are better than event receivers -- which contradicts the article you referenced above. There is some good information both of them though. I hope you find them helpful.
I agree it would be helpful to have included a more clear definition of "what is high volume." In my experience, the previous decision points usually call for one approach or the other. Something in the business requirements may call for an Event Receiver versus a Workflow. If after considering all the other options, you conclude that a workflow is best, but the workflow is complex and you anticipate hundreds or thousands of active workflows to be running at a time, maybe consider one of the third party workflow products. Some of them run out of process with your SharePoint server (reducing the SharePoint workload) and have management and reporting tools that would benefit you with that kind of volume.