A wormhole is a shortcut through space. Now draw imagine you are an ant, and you have to get from one dot to the other. Now, take the paper and fold it so that the dots are only 1 centimeter apart. You would be taking a shortcut from one dot to the other. If that's true, then maybe there are also shortcuts from one place to another, like tunnels through a mountain.
Some people think that black holes are connected by wormholes through space.
Remember, wormholes are only theory. No one knows if they exist or not. They may only exist for extremely short times, like millionths of a second or even less. So even if you could get in one, it would collapse before you could go anywhere. It would be very nice if wormholes really do exist, and they are big enough and stable enough for us to go through.