What this motto implies is that economic policy-making should be based not on what we think we know about the world, but on what we actually do know about the world. This is ultimately in the tradition of Popper and his dictum that a good theory must be falsifiable. We therefore need empirical research.
Empiricism is merely the attempt to falsify theories by subjecting them to a reality check. And only theories that stand up to such a reality check should be used as a basis for economic policy. Ideally, empirical review of theories is part of scientific practice. Sometimes, however, this reality check overtakes science and reveals, in a very real fashion, gaps in theory.