What is meant here is that any $2\pi$-periodic function $f : \Bbb{R} \to \Bbb{C}$ yields a well-defined function
$$
g : S^1 \to \Bbb{C}, e^{i x} \mapsto f(x).
$$
Note that this is well-defined, because $e^{i x } = e^{i y}$ implies $x-y \in 2\pi \Bbb{Z}$ and hence $f(x) = f(y)$, because $f$ is $2\pi$-periodic.
Conversely, any function $g : S^1 \to \Bbb{C}$ yields a $2\pi$-periodic function
$$
f : \Bbb{R} \to \Bbb{C}, x \mapsto g(e^{i x}).
$$
Finally, you should verify that the two "transformations" $f \mapsto g$ and $g \mapsto f$ defined above are inverse to each other.
Hence, we have constructed a natural identification between both classes of functions.