The Cl atom is more electronegative than H, so it attracts the electrons in the H-Cl bond more to itself.
The Cl end of the molecule becomes partially negative (δ-), and the H end becomes more positive (δ+). This separation of charge is called an electric dipole,
When two HCl molecules are near each other, they arrange themselves so that the negative and positive ends of the dipoles line up and attract the two molecules together.