A Meld is a Set or Run of cards in a player's hand. Sets (collections of 3 or 4 cards of the same rank) and Melds (collection of 3 or more cards of the same suit in sequential rank) are visually represented by the bars on the bottom of the cards. 

Cards must be arranged in your hand to form melds; they must be next to each other, and in ascending consecutive order in the case of Runs. Depending on the game’s Settings, the game will usually attempt to automatically sort your cards into melds for you, but you can also drag your cards manually to form melds.