Colder air holds less moisture than hotter air. As the temperature of the air increases, the amount of moisture that the air can hold also increases. This is because warm air molecules are more spread out and have more space to hold water vapor. When air cools, the molecules move closer together and there is less space for water vapor, so the air can't hold as much moisture.
Therefore, when the air is humid, it means that there is a high amount of moisture in the air relative to the temperature. Conversely, when the air is dry, it means that there is a low amount of moisture in the air relative to the temperature.