I *think* it's refering to the fact that in order to belong, one must
work at forming connections with people/places etc
You could argue this though, and say that we are born with a sense of belonging to our parents, to our family, to our country, or whatever.
Alternatively, the question could be in reference to self belonging, and how, to come to a complete state of self actualization, we have to go through a process of forming attatchments, building confidence etc
Or it could mean something else entirely