Due to the rapid flow of electrons from one terminal of the battery to the other caused by low or no resistance. This is caused when you directly connect one terminal to the other with a wire.
Short circuits occur when you make a circuit without any resistance.
For there to be a circuit, where electrons move freely from one pole to the other, you need a negative and a positive pole, which you have in a battery.
When you put batteries in a toy. You create a circuit with the toy being the resistance and your battery being the power source with a positive and a negative terminal.
If you connect the battery, via a wire, from its positive to negative terminal, WITHOUT any resistance, you create a short circuit. Since there is no resistance, electrons RAPIDLY flow from one terminal to the other, and the battery is 'dead'. This rapid flow of electrons due to low or no resistance is called "short circuit".