Here's a post which goes into more detail about hotstrings: What exactly are hotstrings for? scroll down the page a bit for a simple ste-by-step to setting hotstrings up.
I don't use them myself, so hopefully someone else can advise you if I'm saying the wrong thing.
Basically the hotstring bit is the name of the command you want to do when you press that button, so to make things simpler say you have two characters. You set up a keymap file for both characters, bascially the keymap is saying if I press this button on the active window I want to do this command (and then whatever buttons you said).
For ToonA's keymap file you have '2' in the key box and in the hotstring box you put the command you want to run when you press the '2' button, in this case we'll call it 'LBAT' (Lightning Bolt ToonA's target), you can call it whatever you want, aslong as it makes sense to you.
Then on ToonB's keymap file you make a hotstring with the key set to whichever combo you want, so for example it could be ctrl-alt-] and you call that 'LBAT' aswell. What this does is whenever you press '2' on ToonA (when that window is active) the LBAT command gets sent to your other toon and it behaves as though you pressed ctrl-alt-]
If you have a macro bound to ] on your other toon which says /cast [mod:alt,mod:ctrl,target=ToonA-target] Lightning Bolt then ToonB will cast Lightning Bolt on ToonA's target (in theory, the macros in the FTL thread are slightly different, so it maybe that my macro won't work). Using the hotstring thing you don't need to hold the modifier keys down for that macro to work, as keyclone passes them along as part of the hotstring.
I'm not sure if I'm making this any clearer (and apologies if I'm not), but basically the hotstrings are there so you can press a simple button on your active window (like 1 or 2) and it will do something more complicated on the alts (i.e. send modifiers to tell it who to target), the hotstring name is how keyclone knows which keys to tell the background windows to press.
The example in the FTL thread is organised by toon, as that's how you set the keymap files up (so it makes sense to organise it like that), but you might be able to understand it more by looking at each keymap (rather than all keymaps for each toon).
Bound to ], ingame on each toon, you need the following macro:
/target [mod:ctrl,mod:shift,nomod:alt,target=ToonA] [mod:ctrl,mod:alt,nomod:shift,target=ToonB] [mod:alt,mod:shift,nomod:ctrl,target=ToonC] [mod:ctrl,mod:alt,mod:shift,target=ToonD][mod:ctrl,nomod:alt,nomod:shift,target=ToonE]
/cast [target=targettarget,harm] Lightning Bolt
/targetlasttarget
Command: LBAT
ToonA --> 2
ToonB --> Ctrl-Shift-]
ToonC --> Ctrl-Shift-]
ToonD --> Ctrl-Shift-]
ToonE --> Ctrl-Shift-]
Comman: LBBT (Ligntning Bolt ToonB Target)
ToonA --> Ctrl-alt-]
ToonB --> 2
ToonC --> Ctrl-alt-]
ToonD --> Ctrl-alt-]
ToonE --> Ctrl-alt-]
I've colour coded it so you can see how each hotstring command maps onto the macro that is bound to the 'hidden' key. The active toon gets the normal button that you just pressed and casts the spell like they would if they were solo, the other toons get sent the modifier combination and hidden key which uses the macro to get them to targe the active toons target for their spell cast.
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