I am not a big Trump fan, but after looking at the exchange between Trump and the “reporter”, there is no doubt in my mind what Trump meant. He was talking about the wall and kept answering the questions about the wall - but the reporter kept asking about a database for all Muslims. So the reporter got the answers he wanted - they just weren’t to the questions he was asking.
Even if Trump was talking about “registering” new Muslim immigrants (if it isn’t already done ??) that is not going to stop anyone coming in illegally.