It's easy for me to imagine gas pressure on a molecular level. More pressure means that more molecule bounce against the thing you are measuring, or the molecules hit it with more speed or the molecules are heavier.
But I can not imagine how water pressure works on a molecular level. Water is not compressible, so there can not be more water molecules per volume to increase pressure. But if the velocity increases, this should also increase the water temperature. However the bottom of a pool of water is not hotter than the surface. So I just don't understand it.