Partial pressure : It is the pressure exerted by individual gas in a mixture of gases.
Air is a mixture of gases like O2, CO2, N2 etc. The partial pressure exerted by O2 is designated as pO2. It is called partial pressure of O2. Similarly partial pressure of CO2 is written as pCO2.
Due to pressure gradient and difference in the partial pressure the gase move from the region of their higher partial pressure to the region of their lower partial pressure.
Thus, O2 from alveolar air (High pO2) diffuses into blood (having low pO2) till pO2.
CO2 from blood (High pCO2) diffuses into alveoli ( having low pCO2) . Thus, partial pressure helps in gaseous exchange.