I think that one of the most profound elements of the story is how Mrs. Jones achieves a quality of transcendence. She is clearly of this world, as is Roger. Yet, she speaks with an authority and a stature that is almost omnipresent, part of the reason why Roger cowers in her presence. She speaks from a position of experience and almost with an unquestioned authority from a moral and social point of view. When Mrs. Jones speaks about "shoes got by the devil" it is a statement about how Roger can seize this moment to change his ways and refrain from engaging in behavior that is spiritually destructive and not socially redeeming. Mrs. Jones furthers this with the idea of how she, herself, has "done things" that reflect a succumbing to temptation. Hughes leaves it at that, not engaging in any more, but developing in both Roger and the reader the idea that Mrs. Jones' experience should not be questioned, but rather respected and understood. Her warning to Roger and then her giving him the money that he so coveted is a spiritual warning to Roger, an instant where epiphany presents itself for the hope of profound and lasting personal change.
This quote comes from the end of the story, just before Mrs. Jones says goodbye to Roger and just after she gives him ten dollars for him to buy himself some blue suede shoes of his own without having to steal to get the money. Mrs. Jones is saying that things acquired by illegal methods ("devilish ways") will end up hurting you ("burning your feet"). Therefore it is much better to buy things with money that you have gained legally rather than stealing to gain money to buy things you want. Basically, this quote can be summarised as bad things you do will always come back at you at some point in your life. Obviously this quote is part of a larger lesson that Mrs. Jones is trying to teach Roger as she attempts to show him why he should not try to steal and tries to give him a sound understanding of what is right and wrong through her generosity and kindness.