But what was said is what this topic is about. When Farage asked what should happen to Harry, if it was found that he lied about (his) drug use on his visa application, Trump said that "they" would have to take appropriate action. So by "they", Trump meant the relevant (immigration) authority.
Trump was not even sure of what the "appropriate action" might be and Trump, himself, was not threatening deportation. Another headline in the clouds.