He means that he will use the Senate to spy on the Democrats and fish through all their activity to find anywhere they might have stepped even slightly over the line, where what they've done might be technically illegal (and things that everyone does out of convenience) but not actually harmful to the country, like Hillary's e-mails.
Reminder that Trump uses an unsecured phone to post his idiotic Twitter rantings, in case you still think those e-mail leaks were a national security risk, and several other officials have been proven to use private e-mail servers to bandy around "classified" information. As I said, everyone does this. It would be akin to going back in your life and finding any time you've ever jaywalked, and using that to pretend as if you're a dangerous criminal, and to ruin your reputation and career.
The worst part is that it will probably work. There are going to have to be Democrats willing to sacrifice their political careers in order to keep the investigation going, in essence be the scapegoats that Trump destroys in the process.