Pyro- Prefix in Chemistry
It means that there are two phosphates connected together under loss of water, i.e.:



If you have any questions about the definitions of chemical nomenclature, have a look at the IUPAC gold book. See here. It basically says, that a pyro compound is one that is formed by heating another compound, usually under the loss of simple molecules like $\mathrm{H_2O}$ or $\mathrm{CO_2}$.