The prophet Isaiah, in the habit of Israelite prophets, used names with meanings.
In one of his many messianic utterings [Isaiah 7:14] Isaiah spoke of the Lord Jesus in these words: "therefore the Lord Himself will give you a sign: the virgin will be with child and will give birth to a son, and will call him Immanuel."
In his gospel, St. Matthew confirms the fulfillment of this prophecy in Christ.
He says: "all this took place to fulfil what the Lord had said through the prophet." [Matthew 1:22-23]
The name Immanuel means "God with us." - because in Christ, God came and dwelt on earth and through his incarnation and death, wrought salvation for humankind, allowing us to dwell in heaven, with Him.
Christ Himself reaffirms this, promising an omnipresence with us [Matthew 28:20]: "and surely I am with you always, to the very end of the age."
God is with us indeed.