Help me explain null in four types of correlation

Hi Guys, I get confused to understand the way Exploring Research lecturer presents about the null when he mentions to four type of correlation of X cause Y, Y cause X, Z cause X and Y, and null. I don’t understand the explain about statistical significant and rejecting or accepting the null hypothesis if it is above or below the cutoff point. Could you please make it clear for me by a real example? Thanks a lot for your kindly help.