What does it mean to tag up in baseball?

if there is a runner on second base with 0 outs and he runs to 3rd when he sees the pitchers first movement and the batter hits the ball to the SS and he tosses it to the 2nd baseman and the 2nd baseman touches 2nd and it is called a double play by the UMP. why is the runner out? he was out for not tagging up but i dont understand what that is.