You should use "which" when the relative pronoun replaces a whole sentece, like in your case. in this example, you can use "that" only if you put a full stop before it and you start a new sentence (in that case "that" is just a demonstrative pronoun and could be replaced by "this"). There is another mistake in your sentence: you can't say "what men defend Russia", you should say "which means that men defend Russia" or simply "which means men defend Russia". "Men defend Russia" is the direct object of "which means", so the only conjunction you can use is "that" (or no conjunction at all).

It would be better to say "We congratulate OUR defenders", it means ( they congratulate) the men (who) defend RUSSIA.

Here's another correction, as the corrected sentence still has some awkward parts: -- Usually when women congratulate men they say, "we congratulate our defenders", which means the men who defend (have defended?) Russia. As for which/that, you need "which" because there is a comma before it. If you use "that", then you need to put a full stop before it and begin a new sentence: ...they say "we congratulate our defenders." That means the men who...

Hi, these two words are sometimes confused. They are both relative pronouns that you can use to refer to things but we prefer which for ideas or concepts. Also, we can't use that for non-defining relative clauses. In your sentence, because you have a comma before the clause, it means it's non defining so you have to use which. If you're not sure, a non-defining relative clause is used when we give extra information that is nice to share but is not essential to the sentence.