As always with quotes, it becomes incredibly important to examine them in the context of the work from which they are taken in order to understand what the author or poet is trying to do with them. The quote you indicate comes as part of a dream of Tom, a chimney sweep, like the speaker of the poem, where he has a vision of all the chimney sweeps "locked up in coffins of black," clearly suggesting that they are dead. However, your quote indicates what happens next and how an angel "set them all free" to be able to run and play on a "great plain" in some kind of heavenly afterworld. The angel later tells Tom that "if he'd be a good boy" he would be able to have God as his father and he will enjoy this vision of the future. The final stanza is particularly relevant to the message of the poem:
And so Tom awoke, and we rose in the dark,
And got with out bags and our brushes to work.
Though the morning was cold, Tom was happy and warm.
So if all do their duty, they need not fear harm.
This poem is really about the ways in which religion is used as a method of control and as a means of justifying cruelty and exploitation. The chimney sweeps are made to believe that they can have a father and a paradise in the world to come, but only if they work diligently in the present in their miserable lives where they are exploited and mistreated. Religion is presented as a force that is used to manipulate and cajole and to not resist or challenge present realities.