A distribution $X=(X_1,\ldots,X_n)$ on $\{0,1\}^n$ is $k$-independent if for every $k$ indices $i_1<\dots<i_k$ and bits $b_1,\ldots,b_k \in \{0,1\}$,
$$
\Pr[X_{i_1} = b_1, \ldots, X_{i_k} = b_k] = \frac{1}{2^k}.
$$
Equivalently, the marginal distribution of $X_{i_1},\ldots,X_{i_k}$ is the uniform distribution on $\{0,1\}^k$. A simple induction shows that a $k$-independent distribution is $\ell$-independent for all $\ell \leq k$.
More generally, two distributions $X,Y$ on $\{0,1\}^n$ are $k$-indistinguishable if for every $k$ indices $i_1<\dots<i_k$ and bits $b_1,\ldots,b_k \in \{0,1\}$,
$$
\Pr[X_{i_1} = b_1, \ldots, X_{i_k} = b_k] = \Pr[Y_{i_1} = b_1, \ldots, Y_{i_k} = b_k].
$$
Equivalently, the marginal distributions of $X_{i_1},\ldots,X_{i_k}$ and $Y_{i_1},\ldots,Y_{i_k}$ are identical. If $X,Y$ are $k$-indistinguishable then they are $\ell$-indistinguishable for all $\ell \leq k$. A distribution $X$ is $k$-independent if $X,U$ are $k$-indistinguishable, where $U$ is the uniform distribution on $\{0,1\}^n$.
Now suppose that $A$ is a randomized algorithm which queries a black-box vector $(z_1,\ldots,z_n)$ in at most $k$ places. Such an algorithm is sometimes called a randomized decision tree, and $k$ is its query complexity. We would like to show that if $X,Y$ are $k$-indistinguishable then the distributions of $A(X_1,\ldots,X_n)$ and $A(Y_1,\ldots,Y_n)$ are identical.
The idea is that at any point in time, $A$ decides what to do next — which coordinate to query, or what value to return — based on the coordinates $i_1,\ldots,i_\ell$ seen so far, where $\ell \leq k$. Since $X,Y$ are $k$-indistinguishable, the distributions of $X_{i_1},\ldots,X_{i_\ell}$ and $Y_{i_1},\ldots,Y_{i_\ell}$ are identical, and so the distribution of $A$'s next move is identical in both cases.
Expressing this idea more formally would require formalizing the definition of a randomized decision tree, and is beyond the scope of this answer; but I encourage the reader to do that, if they are in the possession of such a definition (or can come up with one on their own).