Well, I'll be quietly shot in my sleep by hardcore physicists for this (of which I am one) but imagine a flat piece of paper. Imagine now on it two points A and B, which are at some distance from each other. Normally to travel from A to B, you'd walk from A to B on the paper.
Now imagine folding the piece of paper so that the points A and B overlap. Now we can go from A to B not along the paper but by 'jumping out of the paper and into it again'. Of course this way of travel is much quicker (though way messier because you'll be traveling out of the space you live in, which is the flat paper).
Such is the nature of a worm hole. A hypothetical 'hole' that connects two distant regions of space.