means,
To instruct and improve the mind in knowledge generally, and particularly in moral and religious knowledge, in faith and holiness. Both the Greek and Latin root words of 'edify' mean, 'to build up'.

For God hath not appointed us to wrath, but to obtain salvation by our Lord Jesus Christ, Who died for us, that, whether we wake or sleep, we should live together with him. Wherefore, comfort yourselves together, and edify one another, even as also ye do.
1 Thess 5:9-11