please help me with this prase, what does it mean?
It means to send someone on a fruitless search for something that doesn't exist; to send someone on a wild goose chase. This is way of tricking or playing a joke on a stupid, inexperienced or otherwise gullible person.
There are also many variations. For example, a couple of classics from the U.S. military are to send someone for a bucket of prop wash or a can of elbow grease, etc.