It shows the upgrade path. Also if you read the documentation there is a Gitlab Upgrade Path tool that will generate the upgrade path for you: Upgrade Path
Please do not expect everyone to generate upgrade paths or anything else for you. That is why I sent the above so you can learn how to do it yourself
Since 16.5.6 is not on the list, and 16.5.8 is on the list, it means that once you get to 16.3.7 you then upgrade to 16.5.6 instead of 16.5.8.
In reality though you should be upgrading to the latest, since 16.5.6 will have vulnerabilities and that is why it’s not on the list. It will also likely be a missed release because 16.5.8 perhaps includes migrations that 16.5.6 doesn’t have and is also a reason why it’s not on the list.
You should even upgrade from 16.5.6 to 16.8.1 which is the latest and most secure release.