My supervisor threatened me he also warned me in the office

My supervisor called me in front of our team on Thursday 21-04-2016 after 5.00p.m in the office. Another Assistant Manager also in the office. He was threatened me in the office.and he also warned me. He said “You will be seated in the house” “Ghar me bhaite rahjayoge” What does he mean? Assistant Manager also also shouted me and pointing his finger to me.I requested them I want to leave the office because timing is about to complete, My supervisor never allow me to leave, All my team members left the office.but Assistant Manager allowed me to leave. My supervisor was threatened that he recorded. Therefore I humble request you to capture their mobiles (many mobiles on one person) to know the fact. Earlier also He was threatened indirectly me in the office in front of our team. He said “You will be seated in the house” “Ghar me bhaite rahjayoge” Prevention is better than cure.( Udd gayee Chudya khet se)( Bird flied from the field) Shall I make complaint to police?