Tony tells us this line, repeating something Halloran had said, but off screen. However, how the viewer receives information is..actually also part of the information.
It’s delivered as Danny has just encountered The Grady Girls and is scared. Tony is there to comfort him.
It’s a semiotic splice in that The Grady Girls are just like pictures in a book and are not there to harm Danny, but they are there to warn him about the very real threat of Jack, where Jack is totally able to harm him.