Jesus is talking to the Sadducees. He told them they werewrong. They did not know the scriptures. They only read the first five books of the Bible. They ignored all religious writings except the first five books of the Old Testament which was the Law of Moses.
But He is also talking to us.
We do not know the word of God and because we don't know the words of God we don't know His power that is in His words.
I've always envisioned this scripture like this: Imagine my parents telling me they have given me everything I need to live a good life. They show me the box it is in. Then I decide not to open the box and see what they have given me. Can you imagine doing that?
Well, if you haven't opened up the Bible to see what God's words say, then you also don't know the power that is in His words. Power for you to live an abundant life overflowing with His love. You don't know how much He loves you. You don't know all the wonderful blessings He has for you.
The Bible contains everything we need throughout our lives.