It means "This is not practice." It means it's the real thing. For example, in elementary school, we would practice fire and tornado drills. If we had had a real fire, then the school principal would have said "This is not a drill" to make sure everyone knew it was a real fire and to quickly evacuate the school.

A drill is a practice session. For example, during a fire drill, the people in the building practise the response to a real fire. This is not a drill = it's not a practice session, it's the real thing.

One of the definitions of drill is "to practise". I think it comes from a military term. You used to see "Drill Halls" around - maybe you still do - in which the army would practise their drills (formations/marching/etc). I guess this usage got passed on to terms like "fire drill" which involves practising for a fire - sort of orderly marching out and lining up to be accounted for. I suppose this has then become common parlance, so now we say things like: - This is not a drill (this isn't practise, it is the real thing).

it's not a practice it's for real

A drill is a practice session for what to do when an emergency alert happens. The emergency alert is specific to the type of emergency: fire, armed attackers, flood, tornado, and so on. When the emergency alert starts, announcing “this is not a drill” means that the threat is real, and this event is not a practice session.