Towards the end of chapter 4, Jordan Baker speaks these words during a conversation with Nick Carraway regarding Jay Gatsby's request to have Nick invite Daisy over to his home. Jordan Baker explains that Gatsby wants to reunite with Daisy and impress her with his mansion when she visits Nick. Gatsby also doesn't want to impose and chose not to ask Nick directly, out of fear that he would be offended. After all, Daisy is a married woman, and Nick might have some objections to setting them up.
Jordan's quote also sheds light on why Gatsby holds magnificent parties throughout the summer and allows random guests to visit his mansion. The primary reason Gatsby purchased his mansion in the West Egg had to do with its proximity to the Buchanan estate. Gatsby hoped that one day Daisy would attend a party, giving him an opportunity to rekindle their romance. When Daisy never arrived, Gatsby began casually asking people about her and ended up meeting Jordan, who offered to set up a luncheon in New York City. Following Jordan's explanation and Gatsby's humble request, Nick agrees to invite Daisy over to his home, where Gatsby reintroduces himself and shows off his impressive mansion next door.
The page number on which this line appears will vary depending upon the edition of The Great Gatsby one is using. However, it always appears towards the end of chapter 4.
The sequence from which the line originates is among the most important in the book in terms of exposition. Nick is speaking with Jordan, one of Daisy's longtime friends. She shares Gatsby and Daisy's past: the two met in 1917, during the first world war. They fell in love, but Gatsby's low social standing prevented him from being able to marry her. Daisy promised to wait for him to make his fortune, but she ended up marrying Tom Buchanan instead.
Jordan claims that Gatsby hosts parties not because he enjoys them but because he has been hoping that Daisy would show up to one by virtue of his living just across the bay. However, a gulf still exists between Gatsby and Daisy because while both are wealthy, only Daisy has old-money breeding. Gatsby is new money and still viewed as lower in social standing. Daisy would never appear at such a wild party on her own as a result. Therefore, Nick's appearance has given Gatsby an opportunity to arrange a meeting with Daisy, since Nick and Daisy are cousins, and Nick's house is just next to Gatsby's.
Pagination will vary depending on which edition of the novel you have; however, the quote occurs in chapter 4, eight paragraphs before the end of the chapter. As most of those paragraphs are short, it is near the end of the long chapter.
In the quote, Jordan is speaking to Nick. Jordan, who grew up with Daisy and knew her as a teenager, has just finished telling Nick the story of Daisy dating Gatsby and the two falling in love. Nick is surprised to find out that all Gatsby wants of him as a favor is to host Daisy in his house so that Gatsby can come over and meet her again for the first time in five years.
Jordan explains that Gatsby "half expected" Daisy to "wander into" one of his large parties, not an unreasonable expectation given their wide reach. But as that hasn't happened (Tom and Daisy are too upper class for that), Gatsby has begun looking for people who might know Daisy and has discovered that Jordan and Nick do. As all of this is revealed to Nick, some of Gatsby's seemingly strange behavior starts to make sense.
In my copy of The Great Gatsby, this quote appears on page 102 (Vintage Books, London, 2012). It is spoken by Jordan Baker, who relates to Nick the history of Daisy and Gatsby's relationship. Specifically, she talks about Gatsby's elaborate plan to win Daisy back. After building his mansion, he began hosting lavish parties in the hope that Daisy might "wander" into one of them. When she didn't, Gatsby began "casually" asking people if they knew her. Jordan happened to be one of the people Gatsby asked and she offered to help him meet with Daisy, but he rejected the offer because it was too far away.
This quote, then, sums up Gatsby's desperation to be with Daisy. He has never forgotten Daisy Buchanan and has dedicated his entire life to winning her back.
In my copy of The Great Gatsby the line in question is in chapter four, page 84, almost at the end of the chapter. I have the "First Scribner Paperback Fiction Edition 1995" with the preface by Matthew Broccoli.
The line is spoken by Jordan Baker, who is asking Nick to arrange a meeting between Daisy and Gatsby. She has just finished telling Nick about the love affair between Gatsby and an eighteen-year old Daisy Fay of Louisville, Kentucky. She also tells Nick about Daisy's wedding day when she became quite drunk after receiving a letter, presumably from Gatsby.
Gatsby, of course, has built his palatial mansion on West Egg right across from the Buchanan's house on East Egg. He throws lavish parties attended by people who are basically strangers to him. He wants to impress Daisy with his wealth and he hopes, as the lines suggest, she will attend one of his parties. When she never shows up he employs the assistance of Nick, who is Daisy's cousin.