He did. However, I think wee is going a little overboard in seeming to infer that the President's claim implied foreknowledge of the attacks. I think it was just a little bit of bravado on his part:
From the White House transcript:
Q One thing, Mr. President, is that you have no idea how much you've done for this country. And another thing is that, how did you feel when you heard about the terrorist attack? (Applause.)
THE PRESIDENT: Thank you, Jordan. Well, Jordan, you're not going to believe what state I was in when I heard about the terrorist attack. I was in Florida. And my Chief of Staff, Andy Card -- actually, I was in a classroom talking about a reading program that works. I was sitting outside the classroom waiting to go in, and I saw an airplane hit the tower -- the TV was obviously on. And I used to fly, myself, and I said, well, there's one terrible pilot. I said, it must have been a horrible accident.
But I was whisked off there, I didn't have much time to think about it. And I was sitting in the classroom, and Andy Card, my Chief of Staff, who is sitting over here, walked in and said, "A second plane has hit the tower, America is under attack."