what does power concedes nothing without a demand mean?

One interpretation is those in power are unlikely to accept change unless it is demanded.

They don't offer it up out of the goodness of their hearts, is the general idea.  You gotta pry it out of their grasping greedy hands.  They have the power, and will only do what you might want if you can make it less costly for them to do it than to not do it.  They don't get the power in order to do what you want, so they will only do what you want if you exert sufficient power (via a demand) back at them.