He means that you cannot restrict God to a spatial existence
“Whither shall I go from thy spirit? or whither shall I flee from thy presence?8 If I ascend up into heaven, thou art there: if I make my bed in hell, behold, thou art there.” (Psalms 139:7-8)
But God does dwell in Heaven, which is His throne, and in the believer by His Spirit, thanks be to God.
How can God be where he is not?