Here is the full quote.
The source of all great mathematics is the special case, the concrete example. It is frequent in mathematics that every instance of a concept of seemingly great generality is in essence the same as a small and concrete special case.
It is an excerpt from his autobiography, I want to be a Mathematician, page 324. Halmos'autobiography is a very interesting read.
Here is another excerpt, a few paragraphs below the previous one, which is also relevant.
For Dieudonne the important result is, I think, the powerful general theorem, from which it is easy to infer all the special cases you want; for me the greatest kind of step forward is the illuminating central example from which it is easy to get insight into all the surrounding sweeping generalities.