When Euron makes his promise to conquer Westeros, there's one huge factor that essentially holds the key to his plans: dragons. He claims that the horn he possesses is in fact a dragon horn, or dragonbinder, from Old Valyria. The myth around is object is that it can be used to bind dragons to the will of the person using it, and it's with that he will control the dragons and rule Westeros. Of course, first he needs to actually get his hands on some dragons, and there's only one person in the known world who has them. Thus, he sends his brother Victarion, along with the dragon horn and a Red Priest, to find Daenerys in Meereen and offer her marriage to Euron, to come back to Westeros and use the dragons to rule it with him. It doesn't look like Victarion is going to appear in season 6, so it may well be that Euron embarks on this journey himself, has someone else do it, or they simply cut it out altogether.