The quotation comes from Sonny's Blues by James Baldwin. It gives you some idea of just how hard life could be in Harlem at that time. This is a place of poverty, a place of hopelessness and despair. What's more, it's a place where racism is rife, as the overwhelmingly African American population regularly encounters abuse at the hands of white police officers.
To make matters worse, Harlem seems like a concentration camp in that it's a place from which there's no real escape. Even Sonny's brother, with his relatively well-paid job as a teacher, can't quite escape the continued hold that Harlem has on his mentality and his sense of identity. As for Sonny himself, his chosen method of escape is to pursue a life of crime: selling heroin, to be precise. This is the only way he feels he can be somebody in this rough, dead-end neighborhood. But as he'll soon discover, his criminal activities will simply bind him more closely to Harlem than ever before.