This remark is made in Chapter Ten as part of a conversation that Heathcliff and Cathy have together about Isabella's obvious attraction towards Heathcliff. It is clear that Heathcliff does not return her feelings, absorbed as he is with his relationship with Cathy, but as Cathy goads him with the idea and how doting Isabella is towards him, Heathcliff makes this remark, which is quickly contradicted by Cathy's remark that she and Linton will have many children together, which would ensure that Isabella would not inherit. However, this remark can be viewed as the beginning of Heathcliff's design to elope with Isabella and inherit Thrushcross Grange.
Although the conversation moves on, Nelly Dean, the ever-watchful observer and narrator of this particular segment of the tale, later on that evening sees that Heathcliff has not entirely forgotten what they talked about:
The other, I felt certain, recalled it often in the course of the evening. I saw him smile to himself—grin rather—and lapse into ominous musing whenever Mrs. Linton had occasion to be absent from the apartment.
Thus we can see that Heathcliff is plotting to hurt Linton and possibly to inherit Thrushcross Grange by his marriage to Isabella.