When someone says, "You're in my prayers", it means that they will include you in their prayers. They will pray for you. This phrase is usually said when someone has experienced some type of hardship or tough time.
For example:
Person 1: "I have just received bad news from the doctor."
Person 2: "I'm sorry to hear that. You're in my prayers."
OR
"I'm sorry to hear that. I will be praying for you."
A non-Christian person could say this because there are many religions that practice the act of praying, so this phrase is not just reserved for Christianity.
I hope this answers your question. :0)