Pressure increases with depth because the molecules at the deeper end are compressed by the weight of the above column of the fluid. Compression means there are more molecules of the fluid per volume in the deepest place than the surface. More molecules mean more pressure.
This is why divers need special gear when diving deep in the ocean to protect themselves form increased water pressure. In addition, the lowest atmospheric layers have the highest pressure because they are more dense and bear the weight of the above air column. This is why air pressure is a bit lower up the summit of a mountain than at its base.
