It's not an idiom, but a quote from a movie "Broadcast News", in which one character telephones a TV newsroom, tells them some information which they repeat on air (on TV), and he comments "I say it here, it comes out there".
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TotpThank you very much for posting your answer. So that means "it's said everywhere, here and there"?No. It means "if I say something here, it's repeated by them there (in the other place, on the TV)"