"Self-transfer" is a marketing term popularized by Kiwi.com for an itinerary created by combining two completely separate tickets (PNRs).

Connecting in this way usually requires a visa and lots of time, since you have to pass through immigration, claim your bags, check in again, recheck your bags, and go through security and immigration once more. It is also very risky, since if your first flight is delayed, the second airline has no responsibility to put you on a new flight.