Solids and liquids are pretty much incompressible (they are compressible but they need crazy amounts of force to do so).
Oil for example is used to transfer forces thanks to it being incompressible. For example in the brake system of cars, oil is used to transfer the force from the brake pedal to the brake pads.
When you hear that the oil pressure is x bar what it really means is that the oil is applying x amount of force per unit of surface on the brake pads.
When mechanics change brake fluid on cars they need to bleed the system so that any air bubble that got in the system gets pushed out. If any air is in your brake system, the force you apply on the brake pedal is used to compress those air bubbles (because air is a gas and is therefore compressible) and not to push the brake pads.
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