Lets use an ambulance as an example:
Lets say we are stationary on a sidewalk and a ambulance is coming towards us, at first we hear the sound at a lower pitch as it is further away, but as the ambulance travels towards us the frequency, which denotes how many waves pass a given point per unit time (we are the point), will get higher, meaning an increase in pitch as the waves become "denser" or more compressed. As the ambulance travels away you will hear the sound at a lower pitch because the frequency of sound waves passing you per unit time is less and it will continue to lessen until the ambulance can no longer be heard.
Essentially--> higher frequency means higher pitch
The waves become more compressed as a it moves with velocity v towards a certain point.