All matter is made of molecules. What makes the molecules stick together? Intermolecular forces hold the molecules together. In some cases they are strong enough for molecules to be very close and in others they are relatively weak and molecules tend to fly away from each other. This is why we see different states of matter.
The intermolecular forces are mainly electric in nature. Electrons distribute themselves between and around the atomic nuclei such that in case of asymmetric bonds, there is a partial negative charge at one end and a partial positive charge at the other. For example, in molecules like HCl (Hydrogen Chloride), the electrons are closer to chlorine nucleus than the hydrogen nucleus, effectively creating a partial separation of charge. This is what is called a molecular dipole. A dipole may induce another dipole in a neighbouring molecule by attracting the electrons in the neighbour towards its positive end. Generally dipole-dipole interactions and dipole-induced dipole interactions make up for most of the intermolecular forces. Dipole moment is one of the keys towards understanding of phenomenon like solubility of substances and the states of matter.