Pratyahara is described by the theory manual as ‘withdrawal of the senses from objects and subjects and moving consciousness inwards’.
I think this long phrase is best explained with an illustration.
Say a bee stings me. If I don’t practice pratyahara, my reaction would be to scream and run. But by practising pratyahara, I take control over my natural reaction, and instead consciously choose how to respond – so instead of screaming and running, I may choose to admire the bee for its bravery.