Putting it really simply you give them finger foods from the day you start weaning and don't need to do purees.
It works on the basis that until 1 food is for fun and that they get the necessary nutrients from formula / bf. Also that if the child has the ability to pick it up and get it to their mouth then they are capable of eating it without choking.
If you want to find out more then Gill Rapley's book (called Baby Led Weaning surprisingly) is really good.
Apologies for lack of capital letters - Zoe has stolen my shift key 