Raw pine has sap and pitch that are poisonous. Kiln drying the wood heats it to temps which dries out and sets/hardens the sap and pitch making it harmless. The heating also kills any thing living in or on the wood, like bugs and fungi. It also lowers the moisture content to around 8% or less so it's less likely to get moldy when used indoors. Kiln drying is a slow process and uses a weight, so the wood is also less likely to warp as it dries.
If you have the time, and space you could dry the wood yourself. The way most people prepare wood (normally just chew sticks and perches) is in their oven. Using the oven on the lowest temp setting and put the wood in there until it's fully dried out. Generally several hours to a couple days depending on how big and thick the wood is. You will need to check it often to make sure it doesn't burn or catch on fire.
Most lumber you buy is going to be kiln dried already though, unless it says "green" or "raw". Most places are assuming you want to take the wood home and use it right away, green wood needs to be seasoned or dried before it's usable for building with. You also don't want pressure treated, although it is kiln dried, it contains toxic chemicals.