He is telling us that we have the Bible to show us the way. The Bible tells us how to have eternal life in heaven and avoid eternal torment in hell.
Remember the New Testament had not been written at this time. Abraham is saying that people, at that time, had the writtings of Moses and the Prphets -- in the Old Testament -- to show them the way to salavation.
We are fortunate. We have the New Testament as well as the Old Testament.