Sashko Stubailo explains the anatomy of a GraphQL query, starting with basic concepts such as fields, arguments, operation types, operation names, variable definitions, and variables. He also introduces fragments, which bring additional power to GraphQL by allowing for reusable pieces of queries. Directives are another key concept that enable getting extra functionality out of GraphQL servers. The author emphasizes the importance of understanding these technical terms to participate in deep conversations about GraphQL and its applications. By covering these core concepts, developers can effectively use GraphQL to fetch data from APIs.