Just before the comment contained in your quote, Tom had been expressing his curiousity about Gatsby's background and how he got his money. Tom didn't like Gatsby, had noted the way he flirted with Daisy (although he didn't yet suspect them of having a love affair in the past), and doubted whether or not Gatsby was 'old money' in the same sense that he, as part of the well-established Buchanan family, was.
"Who is this Gatsby anyhow?" demanded Tom suddenly. "Some big bootlegger?" "Where'd you hear that?" I inquired. "I didn't hear it. I imagined it. A lot of these newly rich peole are just big bootleggers, you know."
Nick speaks up in Gatsby's defense first, denying that Gatsby was a bootlegger. The discussion continues, however, and Tom announces that he intends to find out what Gatsby did for a living. The statement from Daisy that you ask about is her response and answer to Tom's questions about Gatsby's background.