Heart mortally wounded
by five swords.
The poem is an ode to the guitar and the music produced by it. The entire poem centers around the weeping of the songs produced by the guitar. The last three lines address the emotional attachment of the song.
This is an obvious reference to the guitar, the point of the poem. By crying out to it through the use of "Oh" Lorca is in a way personalizing the guitar and giving it emotions through personification.
"Heart mortally wounded"
Lorca is not referring to death, but to the emotional toll the music of the guitar produces on the listener. When someone is mortally wounded it is fair to say they are affected deeply by the experience. This same standard of intense change and feeling is attached to the music.
"by five swords"
The final line is a reference again to the guitar and personification of the guitar strings. The strings of the guitar are responsible for producing the music which has mortally wounded Lorca and he refers to the instruments of the wounding in terms of deadly items: swords. This provides a nice connection to close out the poem.