The quote of your question is from section 3 of the preface to the second edition of Nietzsche, Friedrich: The Joyful Wisdom ("La Gaya Scienza") (1886).
Nietzsche recalls his own illness and his recovery. The whole passage reads:
We philosophers are not at liberty to separate soul and body, as the people separate them; and we are still less at liberty to separate soul and spirit. We are not thinking frogs, we are not objectifying and registering apparatuses with
cold entrails, — our thoughts must be continually born to us out of our pain, and we must, motherlike, share with them all that we have in us of blood, heart, ardour, joy, passion, pang, conscience, fate and fatality. Life — that means for us to transform constantly into light and flame all that we are, and also all that we meet with; we cannot possibly do otherwise.
Using a sometimes metaphorical language Nietzsche characterizes the three components of a person as
soul (German: Seele): It denotes the psychic aspect, e.g. emotions and affects. Nietzsche refers to "joy, passion, pang, conscience".
body (German: Leib): It denotes the physis.
spirit (German: Geist): The German word "Geist" covers both the meaning of spirit and of mind. Here it denotes thinking as the typical activity of a philosopher.
Transforming "constantly into light and flame all that we are" makes the claim that the philosopher cannot separate these components in his philosophy. Nietzsche exaggerates his lifelong highs and lows because of his personal illness as the fate and merit of his existence as philosopher:
he [a philosopher with such history] really cannot do otherwise than transform his condition on every occasion into the most ingenious posture and position, — this art of transfiguration is just philosophy.
Eventually Nietzsche goes as far as equating philosophy with this kind of transfiguration.