It is a question asked by reactionaries, and is intended to get people to move beyond analysis and to 'organize' - but, for a Christian, it is a version of the Marxian claim to have moved beyond interpreting the world to changing it (as if these were the only alternatives).
Marx was, of course, a materialist, a positivist - a denier of the reality of any reality except the sense-perceptual. For such a person there is nothing but what can be perceived with the senses (including the senses amplified by technologies) - and there isn't any point in talking about what is perceived except to change it. That which is perceived is regarded as independent of the person doing the 'interpreting', and the act of interpreting of itself does nothing - unless it is communicated, and has an effect on many other people.
From this perspective Christianity is a delusion and prayer is talking to yourself; any church is just a bureaucracy, and Christianity a has-been political party on the way-out.
But if you personally believe that it is true that there is more to reality than that which is perceived by the senses, understood by science and manipulated by technology; more than the utilitarian calculus of pleasure versus suffering - then you implicitly believe in an unseen, not-directly perceptible, but real and true aspect of the world - and if you are Christian you believe that we may (and indeed inevitably do) participate in this supersensible world.
(I must acknowledge that quite a lot of self-identified Christians seem to think this way too - they are much, much more avid about the positivist/ material/ reductionist/ worldly side of Christianity than about the... um... Christian bit.)
This supersensible world is denied by, unknown by, ignored by the overwhelmingly-dominant mainstream secular Leftist public discourse of the West - and this ideology is engaged in seeking-out and eliminating all dissent, while on the other hand continually changing to create new dissenters: this is the vast activity of perceptual communication of the mass media, official communications, governments and NGOs, education, law, science, the prestigious arts...
So what should we do, as Christians? Should we, like Marxists, organize (organize, that is, all handful-of-percent of us! - and this micro-minority of real Christians riven by theological and other disagreements and mutual accusations of heresy!) to roll-back the vast edifice of secular Leftism by... well, I can't honestly imagine how this might even conceivably be done; unless it is assumed that the mass of people, and especially powerful people are 'really' wanting a Christian revival - but are convincingly hiding the fact (even from themselves).
Or should we be working in that domain we claim to believe is real - that imperceptible, supersensible 'unseen' realm of reality that is mocked, rejected, and ignored by the mainstream. If that world is, indeed, real - then we have it 'all to ourselves'.
So yes, we can 'change the world' - but change aspects of the world the reality of which is denied, using communications the reality of which is denied, to work towards goals the reality of which is denied.
And in this activity we have a free hand; and indeed no force on earth can stop us doing it - except our own decision not to do it.