When an application asks "If hired, can you provide proof that you are legally able to work in the United States?" what exactly does this mean?

I'm a Canadian, applying for a job in New York. The question prior to this one asked "will you need sponsorship to obtain authorization to work in the US" to which I replied YES.

This question though has me stumped. It says " If hired, can you provide proof that you are legally able to work in the United States? In compliance with federal law, all persons hired will be required to verify identity and eligibility to work in the United States and to complete the required employment eligibility document form upon hire."

Does this mean that if I put YES, I have to have the documents (Visa, citizenship, etc.) ready to show that I can legally work in the US? Or that if I put YES, it means that I am willing to show documentation once I get my Visa, etc.? If put YES, but I don't have my Visa or anything, will that cause any problems?

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