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The phrase you posted does not have a specific legal meaning - it appears to instruct that whatever information it is referring to should not be shared, but the phrase "should" means that there is no absolute bar on it, and "confidential" simply means secret, so there is no real meaning attached to that.
I would suggest looking at the surrounding document that you found this phrase in to try to get the context of these words and how they are used, but case law is not a very good place to look to for a dictionary or phrase book.