Filling the frame means that you focus solely on the subject and that subject occupies most if not all of the photograph. Doing this will place more emphasis on the subject to draw more attention to it.
For example, let's say you photographed someone standing on a hill. If you do a wide shot and photograph the person along with the hill and the sky above, then readers won't focus as much on the person. The person would likely be too far away. If you zoom in on the person, and have them fill more of the frame, then more focus will be placed on the subject.
While filling the frame is a useful technique, it doesn't mean that you always have to do it. Going back to the wide shot example, that could be useful if you want to have the person contrast with their surroundings. It's also a good visual way to show how vast nature is compared to humans. Famous landmarks such as the grand canyon could be a better backdrop to use. So it all depends on what you're trying to convey and what message you're trying to send.
