This is a phrase that you use to pass messages between people. If someone gives you a message like "Tell Don I like his hair", you pass the message to that person like this:
She wanted me to tell you that she liked your hair.
You might be confused about whether to use past tense or present tense in the message that you pass. The example at top uses present tense ("she's sorry"), while the example just above uses past tense ("she liked your hair"). There are rules for which one to use, but they're complicated and not that important. If you really want to know which to use, ask me in the comments below.