Could anyone explain me how is that a full node does not store the entire Blockchain and just stores the Blocks validated by the node.
nodes are storing the entire blockchain. that is why they are full nodes.
what that statement means is two things. first that nodes validate blocks independently and second is that if an invalid block is given to a node, that node won't store it.
for example as a node you start syncing:
receive block #1 > validate > add to your local blockchain
receive block #2 > validate > add to your local blockchain
receive block #3 > validate > if it is invalid don't store, discard > look for block #3 > validate > add to local blockchain
receive block #4 > ...
continue until you reach last block and have the whole blockchain.