Simply put, toe and heel are the areas of the solder joint that extend from the front and rear of the lead/pad. Think of a solder pad on your PCB as a piece of paper, and think of your hand as one of the leads coming off an IC package. If you place your hand in the middle of the piece of paper, the "toe" and the "heel" are the distance between the tip of your fingers, and the palm of your hand, to the edges of the paper. That's the extra solder in the joint that extends farther than the actual lead/pad on the IC itself.
Here, they are recommending a specific amount of toe because it will provide mechanical reinforcement for the joint. Since there is no room for a suitable heel, given that this is a castellated package that will sit pretty much flush against the main PCB, the only way to add more solder to the joint is to expand outwards, and thus they recommend to give it some extra toe.
To comply with their recommendations, you'll have to turn off the default stop layer and cream layer for the pads, and draw them by hand. This is as easy as going to the properties for the pads to turn both of those features off, and using the rectangle tool, selected to the tStop and tCream layer, to draw the features.
Based of the picture, it sounds like they recommended a tStop that matches the recommended pad exactly, and a tCream layer that matches the pad exactly except for the edge opposite the package, which would extend out 4 mils further.
I finally called Cadence support, and they were very helpful! Maybe there's a good reason to pay for their Maintenance Contract :) This answer is for PCB Designer 16.6. I don't know if it will be the same for earlier versions...
There are two methods to suppress thermals: the Global method, and the Instance method. The instance method only affects a single (dynamic copper) shape.
Since thermal reliefs are generally helpful, I don't want to turn them off globally. The Instance method, on the other hand, is just what I was looking for.
To set up the parameters for a specific instance, select the shape, then right-click. Choose "Parameters..."

Or, if you prefer a global change, click on Shape > Global Dynamic Params. Either way, it brings up the same window. (you'd better remember which path you took to get there...)

Go to the "Thermal relief connects" tab. Under Smd Pins, choose "Full Contact". Perfect!

Take care everyone. Happy Engineering :)
Best Answer
No, they are not bridges, they are pads with thermal relief.