The - or "hyphen" is transcribed incorrectly here. It should be a "long" or "em" dash instead:
Give the material time to soak in -- your brain has to build new physical connections.
The em-dash is punctuation used to join two parts of a sentence in much the same way as the semicolon (;). The em-dash is more dramatic than the semicolon, as it indicates a kind of "pregnant pause" that, if spoken, would feel like you were pausing before you said something significant.
In this case with the hyphen it sounds like "in-your" is a compound word where two words are joined to create a new word, instead of separate parts of the sentence. This of course makes it hard to read.
The text of the sentence should be easier to understand, except perhaps for the idiom "to soak in". This is a figurative idiom like, for example, putting a piece of break in milk. Over time the bread absorbs the milk -- in the same way your brain takes time to absorb information, because it "has to make new physical connections (between neurons)"
"Give (something) time" is an idiom that means "be patient and wait". So "give (the new material) time to soak in" means to be patient while your brain "absorbs" the new material.