As Paula said, it would depend somewhat on context. But in general, 'something to turn to' is a resort. That word also unfortunately has a few meanings! It means something that you can use, or something you can rely on, to support you, or to help you. It could be something like religion, which some people turn to for emotional support. It could also possibly refer to some technique or methodology that might help you solve a problem. A slightly different version is 'someone to turn to' - which means someone you can ask for help - like a friend or relative.

Could you give more context to how you read/heard the phrase used? It could possibly mean different things in different contexts.