The words highlighted aren't really an idiom. Given the limited context, it seems literal - the speaker has a deathwish.
People want to die (or say they do) for numerous reasons. In this case, it seems that the loss of their daughter has taken away their reason to live, or their joy in life has gone. This doesn't imply they are intending suicide - it can just mean that, if faced with death, they wouldn't have the will to fight it.
I wouldn't say that these words alone are using a 'literary device', although they may be helping set up the character in a way that functions as one - for example, casting the speaker as a 'tragic hero' if they have suffered a loss.