I believe when Dumbledore indicated that Harry could go "on," he meant that's what would happen if Harry decided to board a train and leave King's Cross station, as it were, rather than going back to fight Voldemort and save Hogwarts and the wizarding world at large. That's how I interpreted it anyway.
Re: “Phoenix song: Harry Potter and the Deathly Hallows Part 2”
I believe when Dumbledore indicated that Harry could go "on," he meant that's what would happen if Harry decided to board a train and leave King's Cross station, as it were, rather than going back to fight Voldemort and save Hogwarts and the wizarding world at large. That's how I interpreted it anyway.