The word wollen (lit. to want) can function as a verb that is used to express a wish or an intention, but it can also have another "subjective" meaning.
Ich will ein neues Auto.
I want a new car
Wir wollen im Urlaub nach Spanien fahren.
We want to go to Spain on holiday
This "subjective" meaning is used to quote someone that said something about themselves.
How does this work? It's quite easy really. Let's look at an example.
Yesterday, Stefan came up to you and said:
Ich habe 6 Wochen auf den Bahamas Urlaub gemacht.
I was on holiday in the Bahamas for 6 weeks
But Stefan has a tendency to tell porky pies, so you don't believe him. This is an occasion where you can use wollen in order to distance yourself from what he claims (like a politician!). With wollen, you imply that you have your doubts about how truthful his claim actually is.
This is what a dialogue might look like:
Ich habe gestern Stefan getroffen. Er will 6 Wochen Urlaub auf den Bahamas gemacht haben. Aber das glaube ich nicht, er hat doch nie Geld.
I saw Stefan yesterday. He claims he was in the Bahamas on holiday for six weeks, but I don't believe that. He's never got any money.
Von wegen Bahamas! Ich habe ihn den ganzen Sommer lang im Supermarkt beim Arbeiten gesehen. Er hat dort einen Ferienjob gemacht.
The Bahamas! Likely story! I've seen him working in a supermarket the whole summer long. He got a holiday job there.
The structure is always as follows:
wollen + past participle + haben/sein.
As you can see, this is a great grammatical construction to have in your bag of tricks that is very useful for gossiping (Tratschen)! ;)