Sea stars, sea urchins and most other members of the phylum Echinodermata move along the ocean bottom using structures known as tube feet. These tube feet, called ambulacrae in science-speak, are unique to this group of animals. They are basically hollow cylinders tipped with a powerful sucker.
When I demonstrate how they work to children I like to use the analogy of a regular suction cup like the one we all use to keep our "baby on board" signs attached to our car's rear window. I'll stick a dry one to a smooth surface and it inevitably drops right onto the floor. But by wetting it first it will stick very tightly. Like the suction cup, tube feet need water to make them work.