Karabo is right, "what the devil" is used to show that the person speaking is shocked and perhaps doesn't believe what they are hearing or seeing For example: What the devil do you mean? Another way of saying the same thing is "what on Earth" What on Earth does that mean?

Hi, that sentence may be used as an exclamation. It's not really formal but people normally use it as a reaction to something they're either shocked or surprised by. I hope this helps

It is an informal exclamation that means the same as "what in the world", "what in God's name", "what on Earth" or "what the heck". It is used to express surprise when a person doesn't understand what is happening or is shocked because they saw something outrageous. Other informal synonims of this expression could be "what the hell" or "what the fuck", BUT you shouldn't use these in formal situations and you shouldn't use them in front of people you don't know well because they're swearwords. I hope this helped!

Hi, Ryo! The others have explained the meaning very extensively already, but I wanted to add that "What the devil?" Is hardly used nowadays. I instantly think of Sherlock Holmes, for example, when I hear or read this. It is also used mockingly, as you might also hear someone from a lot of money using this expression. I am speaking purely from a British standpoint, mind you, so I can't speak for the rest of the world in terms of frequency.