A fuller quotation will help:
The corollaries from the principle of utility, like the precepts of every practical art, admit of indefinite improvement, and, in a progressive state of the human mind, their improvement is perpetually going on. But to consider the rules of morality as improvable, is one thing; to pass over the intermediate generalizations entirely, and endeavour to test each individual action directly by the first principle, is another. It is a strange notion that the acknowledgment of a first principle is inconsistent with the admission of secondary ones. To inform a traveller respecting the place of his ultimate destination, is not to forbid the use of landmarks and direction-posts on the way. The proposition that happiness is the end and aim of morality, does not mean that no road ought to be laid down to that goal, or that persons going thither should not be advised to take one direction rather than another.
Mill's point appears to be that while the principle of utility is the supreme principle of morality, it does not follow that we are to apply this principle - or test - directly to every individual action. Practical deliberation would be unduly extended if we sought to bring to bear all relevant knowledge and assessment of probabilities to the decision on every single action open to us. There is often a need to act urgently which would be defeated by such deliberation.
Rather, Mill suggests, we should use 'secondary principles' which are moral rules, established if improvable, that we have reason to believe, in the light of experience, tend to serve the ends of utility. These are 'intermediate generalizations' because they are midway between the principle of utility and individual actions. For instance, a moral rule that promises ought to be kept might be applied because there are good reasons to believe the generalization that promise-keeping promotes or even maximises utility. This is not Mill's example - though in ch. 5 on justice he opposes 'breaking faith' - but it illustrates the sense of the locution, 'intermediate generalizations'. Such rules are 'landmarks' or 'direction-posts' in the sense that they point the way to utility-promoting or maximizing actions when the bare, abstract principle of utility indicates no particular and specific course of action - no definite and specific path.