A woman asked ‘Aisha, “Should I offer the prayers that which I did not offer because of menses” ‘Aisha said, “Are you from the Harura’ (a town in Iraq?) We were with the Prophet and used to get our periods but he never ordered us to offer them (the prayers missed during menses).” ‘Aisha perhaps said, “We did not offer them.”
It’s an exclamation. Like a rhetorical question. Means, where were you when Prophet (SAW) told us about such matters?
Anyway, so the lesson from the Hadith is: no need to offer the prayers missed due to menses. Consider it a relaxation (gift) from Allah. :)