As the bond order increases, how does the bond length change?
Bond order is essentially a measure of the bond strength. It is roughly similar to the actual bond you draw in Lewis structures, with some exceptions seen here.
Bond strength is inversely proportional to the bond length, i.e. the longer the bond, the weaker it is.
This is because a greater internuclear distance is a weaker bonding interaction, since the electron clouds are more spread out (less dense) and thus easier to distort. Distorting the electron cloud is how chemical bonds would be broken, since it introduces some ionic character into the bond by skewing it towards one atom, weakening the bond.