This quote from Churchill was cherry picked, here is the full passage: “Some of my cousins who had the great advantage of University education used to tease me with arguments to prove that nothing has any existence except what we think of it. The whole creation is but a dream; all phenomena are imaginary. You create your own universe as you go along.The stronger your imagination, the more variegated your universe. When you leave off dreaming, the universe ceases to exist. These amusing mental acrobatics are all right to play with. They are perfectly harmless and perfectly useless. I warn my younger readers only to treat them as a game. The metaphysicians will have the last word and defy you
to disprove their absurd propositions. ”
As you can see, Churchill was mocking this notion, not promoting it. The people behind “the secret” were actively seeking to deceive their audience by misquoting him.