The clue is in two flags. The Macedonian flag, to the left, commemorates the Vergina Sun, an archaeological relic which is linked to the ancient Macedonian race. The original flag of independent Macedonia had to be changed after Greek pressure, because it looked too much like the real thing, but they stayed with the sun motif.
The EU flag, of course, has 12 stars (and has had since Spain and Portugal joined; they decided they weren't going to add more for each new country). The Macedonian slogan, therefore, means that the Macedonians are asserting their ambition and right to become one of the EU member states in due course. The sun is a star; Macedonia is European. It's very neat.
Those of you who read Cyrillic but are not familiar with Macedonian may be a bit baffled by the letter ѕ at the start of ѕвезда. It is now used only in Macedonian, and pronounced /dz/; thought to come from the obsolete Greek letter stigma (Ϛ/ϛ) which of course is pronounced /st/ rather than /dz/, so it's coincidental that it looks like the Latin s. It does sometimes pop up in Old Church Slavonic.
The word ѕвезда /dzvezda/ meaning star is a common Slavic word - звезда in Bulgarian, Serbian and Russian, ѕвѣзда (using the letter ѕ) in Old Church Slavonic, зьвязда in Belarusian, zvijezda in Croatian and Bosnian, zvezda in Slovenian, hvězda in Czech, hviezda in Slovak, gwiazda in Polish. It also has leaked into the Baltic languages - zvaigzne in Latvian, žvaigždė in Lithuanian. Even though it doesn't seem to have other cognates in Indo-European languages, there are links of varying levels of credibility with other groups.
If you are familiar with Slavic languages other than Bulgarian and Macedonian you may wonder where the -то and the end of сонцето comes from. It means "the", which otherwise you don't get in Slavic languages (though the neighbouring non-Slavic Albanian and Romanian also use a suffix to form the definite article). The Macedonian word сонце /sontse/ is a good Slavic word - the Slovenian sonce is the same as Macedonian, as is Ukrainian сонце, then there is Belarussian сонца, Serbo-Croato-Bosnian sunce/сунце, Bulgarian слънце, Old Church Slavonic слъньце, Czech slunce, Polish słońce, Russian солнце, Slovak slnko. Not surprisingly, it is widespread in Indo-European languages and is related to our words "sun" and "south" as well as Latin "sol" and Greek ήλιος (ancient Greek ἥλιος, the initial /s/ turning into a /h/ sound). Indeed, the wisdom seems to be that the word has a much wider reach, including Japanese 空 (sora, meaning "sky") and Korean 해 (hae, meaning "day" or "sun").
So as well as tying in rather nicely with national and international iconography, the slogan uses two ancient nouns that demonstrate the linguistic heritage of the Macedonian language. Apparently the Macedonian government officials concerned thought it up one day over a cup of coffee. From such moments of inspiration...