Please read 2 Corinthians 10:3-5 to get the full picture of what’s being said.
We may live in a physical world, but we’re battling enemies who operate in the spiritual realm. People who oppose Jesus are being manipulated by Satan, the prince of this world.
To confront Satan, or more specifically, the people he pits against us, we need the Holy Spirit to help us counter the ungodly and baseless arguments in a Christlike manner.
We’re not going to win souls for Christ by winning arguments while demolishing people in the process. We can point people to Jesus by guiding them to demolish their own arguments with the help of the Holy Spirit and helping them take their own thoughts captive for the sake of Christ.