The senses they call the horses, the objects of the senses their roads. When he (the Highest Self) is in union with the body, the senses, and the mind, then wise people call him the Enjoyer.

In plain words: In this picture, your senses are the horses, and the things they want are the roads they run on. When the Self is joined with body, senses and mind, the wise call it the one who experiences and enjoys.