Anything that's haptic has to do with the sense of touch. When you feel your phone vibrate in your pocket, you're getting a haptic signal that your friend just texted you.
Haptic is a technical term, and it's most often used to talk about new technology. Virtual reality games are much more "real" when haptic sensations are involved — in other words, when you can actually feel cool air around you or shifting ground under your feet, rather than simply seeing the virtual environment with your eyes. The word comes from a Greek root, haptikos, "able to come into contact with."