Yes the employee has raised a grievance. It is irrelevant that the employee has resigned, a statement intimating a feeling of harassment is a serious matter that requires immediate attention.
Whether the employee has knowingly raised a grievance or not, you need to establish whether they wish to progress with the grievance matter through the appropriate company grievance procedure. Give the employee the night the think it through, and if they come back and say they do not wish to pursue the matter, ask for this in writing to ensure you have a complete record of their intention. Follow this up with a letter to the employee confirming your understanding of their decision and providing a cooling off period of 10 days should they change their mind and subsequently wish to pursue with the grievance. Providing a cooling off period will ensure the employee has adequate time to think matters over and be sure of their decision. If the employee does wish to pursue the matter, follow each step of the grievance procedure maintaining comprehensive records throughout so should a constructive dismissal claim be raised at a later date, you have sufficient evidence to convey the organisations actions.
Regardless of whether knowingly done, if an employee make any claim relating to harassment or discrimination formally of informally, the company grievance produce should be initiated immediately to prevent recourse at a later date and ensure that there is evidence to refute any constructive dismissal claims.