As I understand it, the meaning of that particular line means "stay indoors."
I do not know that the specific meaning of the line really matters very much. That is because the whole speech is one spoken by the fool. In this case, the fool is trying to speak nonesense so as to make a point to Lear.
In this case, the speech starts out making sense, but by the end it no longer seems to make any sense at all. King Lear points this out, and the fool seems to accept that he is right.
The whole speech: (paraphrased)Mark it, nuncle. (Pay attention, uncle) Have more than thou showest, (Own more than you seem to) Speak less than thou knowest, (Say less than you know) Lend less than thou owest, Ride more than thou goest, Learn more than thou trowest, (learn more than you teach) Set less than thou throwest, (keep more than you discard) Leave thy drink and thy whore (quit the booze and the slut) And keep in-a-door, (and stay home instead) And thou shalt have more (save your money) Than two tens to a score Hope that helps.