I imagine it means the Adeptus Custodes actually let you into the throne room, before the God-Emperor on the Golden Throne and everything. They would probably also have about 27 different guns pointed at your head to make sure you don't try anything.

What happens then? Well, the Emperor speaks to you. His actual physical body may be more or less a rotting corpse, but he's still conscious to some degree and that close to the Throne he can manipulate reality pretty freely. So he can still talk, either out loud or directly in your head.