Pressure is just force per unit of area, some answers pointed out liquids and solids have some degree of compressibility but it’s irrelevant, an hypotetical incompressible liquid can still be under pressure simply because you can apply forces to it.
If you have a tank of water, the liquid at the top of the tank has to support the weight of all the air above it, and the liquid at the bottom of the tank has to support that plus the weight of all the water on top of it which can be significant if the tank is tall, meaning that liquid will be under a high pressure. And since the liquid transmits those forces in all directions the sides of the tank near the bottom will also have to resist the high pressure.
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