A confusing reply from potential supervisor
It's "standard" (depends on where you are applying to) for graduate students to be paid a stipend. The money comes either from the department or from the professor's own funds (this in turn is part of the reason why professors apply for grants - to hire students/postdocs).

The professor is asking you if you've applied for any external fellowships or scholarships because:


If you have, you've shown some knowledge of how academia works, and you've made some effort to secure funding for yourself.
If you were successful, you'd effectively be "free" - the professor doesn't need to use his/her own funds to pay for you.


It goes without saying that if you can say "yes I've applied", or even better "yes I've been awarded", it boosts your chances of the professor agreeing to take you on. Conversely, if the answer is no to both, it will definitely not help your application, and it's possible he cannot take you on if he doesn't have enough funding.