It means that Jesus ascended to Heaven on a cloud and in like manner will return on a cloud.
Acts 1:9
9And when he had spoken these things, while they beheld,
he was taken up; and a cloud received him out of their sight.
Repeatedly in the New Testament the return of Christ is described as being on a cloud, among the clouds, in the clouds, with the clouds, or something to the effect.
Daniel 7:13
13I saw in the night visions, and, behold,
one like the Son of man came with the clouds of heaven, and came to the Ancient of days, and they brought him near before him.
Matthew 24:29-30
29Immediately after the tribulation of those days shall the sun be darkened, and the moon shall not give her light, and the stars shall fall from heaven, and the powers of the heavens shall be shaken:
30And then shall appear the sign of the Son of man in heaven: and then shall all the tribes of the earth mourn, and they shall see
the Son of man coming in the clouds of heaven with power and great glory.
1 Thessalonians 4:17
17Then we which are alive
and remain shall be
caught up together with them in the clouds, to
meet the Lord in the air: and so shall we ever be with the Lord.
Revelation 1:7
7Behold, he cometh with clouds; and every eye shall see him, and they
also which pierced him: and all kindreds of the earth shall wail because of him. Even so, Amen.