Many times reactions go with heat: as you heat molecules, they start to move around and so hit other molecules which can then react. What molecules need is just some activation energy, a little energy to start the reaction. In the case of photochemistry, this energy is given by the light. A molecule or an atom absorbs at a certain wavelength. If light is given at this wavelength then the molecule or atom becomes excited. It is then easier for it to react.
In atmospheric chemistry, light is very important. This is because there is much more UV light at the top of the atmosphere. This allows reactions that do not happen on the ground. For example, ozone can split in an oxygen molecule and one oxygen atom.