Yeah, what they're saying doesn't make much sense logically though.
Men here is 们, the plural marker for people. Wo (我) is I or me, wo+men (我们) we or us, ni (你) is you, ni+men (你们) is you (plural), ta (他/她/它) is he/she/it, and ta+men (+们) is they.
Some other variants exists, and there's specifics on the usage. I also missed the tone markers on the pinyin because they're a pain to type.
Anyway I'm not sure what joke or point they were trying to make.