"Zamilah" is a mount like a horse, mule etc., on which luggage is loaded while travelling. What it means here is that the Prophet (PBUH) travelled for Hajj on such a mount on which he kept his provision for the journey also. In other words, it was his Zamilah as well. This incident happened during Hajjat-ul-Wada' (Farewell Pilgrimage). This Hadith shows the Prophet's total humility and humbleness and his disregard for the life of the world.