I think he means WWII is what really pulled us out of the Depression, not the policies of the Roosevelt administration, which made it worse.
Well not really. It was the liberation of Europe and the pacific rim Asian countries from under the Nazi's and Japanese imperial empire that brought the world, and America out of the depression. It was post war economy that really began to improve.
All the rebuilding and expansionism, liberated trade not only in Europe but Pacific rim countries is what drove recovery. During the war, we just racked up debt, and although there was work manufacturing for the war effort, the times were really tight. No rubber, steel shortages, no fuel. Things were really tuff during the war.