It's not a militia. The leader, Grand Master Jay, wants to declare all black people in the US to be "political prisoners" and demand the US carve out land for them to live on. He says "We'll take Texas" or if that demand is not met they will "exodus to somewhere where they will give us our own land to build our own nation."
https://twitter.com/SSG_PAIN/status/1279610929152327680
Nuwaubian Nation part deux