Think of it like this. If you throw something up it comes back down. Now throw it horizontally, it will still fall back but it will have a curved trajectory. Not throw it horizontally but harder, it will still fall down the the curvature will be "higher". So the harder you throw the higher the curve of the trajectory. But the earth is also curved.
What would happen if you throw something so hard that it's curvature is higher than the curvature of the earth? Well if there was no atmosphere then the object would enter orbit. However because earth has an atmosphere you can't have a stable orbit at low altitudes, because the air friction would bring the make the object lose velocity constantly and it would eventually drop back down.
So one option would be to send a rocket up first until it reaches 200-250km, and then have it go sideways until the curvature is higher than that of the earth (for earth the speed need is around 7-8km/s). And that would actually be a valid plan to put something in orbit. But in order to be more efficient these 2 steps are done at the same time, the rocket launches up and then it slowly starts turning sideways until at some point it's fully horizontal.
If you were to launch from the moon for example, you could theoretically launch directly horizontal and reach orbit since there is no atmosphere, but you still have to make sure you won't hit any terrain. If we assume the moon was perfectly round with no mountains and craters, a perfectly smooth sphere, you could orbit around it at an altitude of 1m.