Updated

This is a rush transcript from "Your World," March 22, 2016. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: All right, we got more detailed comments from the president in Cuba today at this baseball game that featured the Tampa Bay Rays playing the Cuban national team about what happened.

I guess ESPN reporters on the scene were asking him about this planned ISIS attack in Brussels today.

Quoting the president: "We're going to continue with over 60 nations that are pounding ISIL. And we're going to go after them. In the meantime, obviously, our thoughts and prayers are with those who have been lost and hoping for a speedy recovery of those who have been injured."

Ted Cruz, John Kasich among others urging the president should be home right now, Rudy Giuliani echoing that a few minutes ago on this show, and dealing with this problem in the U.S. of A., the president saying he is going about important business and will not be deterred by these events, but will focus on all, I guess, simultaneously.

Arizona Republican Senator presidential candidate John McCain, he's chairman of the Armed Services Committee, so with a first chance to respond to that.

Senator, what do you think of that?

SEN. JOHN MCCAIN, R-ARIZ.: The attacks or his not coming back to the United States?

CAVUTO: What do you think of that? They say he should. His critics are saying he should be back.

MCCAIN: Well, he should be, but the fact is that, if he came back, very little would change, because it's very clear that the president does not view this threat with any seriousness. Otherwise, he would not have let it grow, metastasize.

Look, this is not like an earthquake or a tsunami. This is a result of the failed foreign policy and national security policy of this president, who wanted to get out of all wars and didn't -- either didn't realize or didn't care that wars don't stop when you get out.

And he made several key decisions along the way which gave birth to ISIS, which then give birth to these attacks, and the metastasizing of ISIS.

Mike Morell, deputy CIA, just in the last few days, said they're winning.  We're not losing. And some who are viewing now will not agree with this, but we have to go into Raqqa and we have to kill them. And it has to be Americans, but a small number of Americans and a large coalition of Sunni Arab countries to go in.

Otherwise, you will see further attacks, not only in Europe, but in the United States of America. And it is not that we're doing nothing. It is that nothing we are doing is really changing the status of ISIS and the threat they pose to the United States of America.

And that's all because of this president's failed policies.

CAVUTO: Now, the president argues that there's nothing to be gained by suddenly leaving Cuba right now, saying that doing so would have played right into the terrorists' hands. What do you make of that?

MCCAIN: Well, I -- look, this is -- he views this as some kind of triumph, even though he was dissed at the airport.

And, obviously, Raul had very different views about what democracy is all about and what the nation is all about. And, by the way, I hope that they send you right away those lists of the political prisoners that need to be released.

It's a charade. And whether -- and him being down there while this is going on, I think, is sort of a metaphor for the way that this president has attacked -- has addressed a real emergency such as this one.

CAVUTO: I'm thinking, in your state, Arizona, of course, we have very long lines at voting polls of course for the primary tonight, a primary that has been looking at Donald Trump polling very, very well.

I'm wondering if issues like this, what happened in Brussels and a candidate who keeps espousing tightening our borders, closing off our borders, and the Mexicans building a wall, going very slow on allowing Muslims into this country, what do you think of all that?

MCCAIN: Well, I think I can understand why we have to -- we do have to have screening of people who are coming into this country, particularly those who may have come from those parts of the world.

But you're not going to build a wall to keep these people out if they have got a base in Raqqa. You have got to have a strong NATO, not one that Mr. Trump wants to dismantle. You have to have strong alliances. And, yes, we spend more money than our European friends do.

But these people are a direct threat to the United States. And NATO is one of the important, very important organizations. By the way, it's the one that won the Cold War. So, building a wall around America, I'm sorry to tell you, just like the Great Wall of China didn't work a couple thousand years ago, we have to go after the enemy.

And we have to do it with our allies and friends, and we have to have the Sunni Arab countries play a very big role. But right now, we have a terrorist organization with a base and a state that is orchestrating terror and sending terrorists into the flow of refugees, who will eventually get to the United States, if we don't take them out.

CAVUTO: Mr. Trump has echoed again that the Russians, even though they have all but pulled out of Syria -- they have always entertained the possibility they could reenter Syria.

But he has welcomed their efforts to take out ISIS, saying, if they want to do it, fine. Let them do it. What do you say?

MCCAIN: That's -- the only problem with that is they aren't taking out ISIS.

They're taking out the moderates. They're taking out the people that we armed and trained and equipped. And, yes, he has reduced his forces, but he has solidified his position in the Middle East in a way that he hasn't - - the Russians haven't had since Anwar Sadat threw them out of Egypt in 1973.

So, Vladimir Putin is succeeding. By the way, you will see a ratcheting up of the conflict in Ukraine now that he has gotten most of his goals achieved in Syria.

So, all I can say is that Vladimir Putin has helped the Iranians. He has helped Hezbollah. And he has established his position and propped up Bashar al-Assad, and none of that can be in the United States' interests.

CAVUTO: Senator, as we're speaking here, we're getting word of a partial evacuation at Denver International Airport, includes the west side of the main terminals. We don't know anything more outside of a possible security threat there.

These things happen a lot, so hopefully it is nothing more than just a mistaken threat. But it is what it is, heightened concern ahead of the busy Easter travel season.

As someone who has known duress, and dealt with duress, and known the psychological fear, just advise Americans on how to deal with all this.

MCCAIN: Well, I think we have to convince the American people that we are taking the necessary action to prevent those things from happening.

And right now, that's not the case. As I mentioned, it's not we're doing nothing, but nothing that we have done has really restrained in any way the activities of Baghdadi and ISIS.

And these attacks will continue. And there will be more San Bernardinos if we don't go in and take them out. We have a lot of work to do, a whole lot of work to do. But the first step has got to be to kill them where they are, instead of them coming to the United States and killing us where we are.

CAVUTO: Senator John McCain, thank you very, very much.

MCCAIN: Thank you.

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