The first time you do a swap or liquidity add from a particular token, you have to approve it. This action grants permission to the Uniswap router contract to swap that token from your wallet on the Uniswap protocol. This approve action is only required the first time you trade a given token on the protocol. Once approved, you will not need to approve that token again. Each token you wish to trade requires a one-time approval.
This approval action requires an Ethereum transaction, so you will pay a nominal gas fee in ETH tokens.