Picking up wraps is how you make the gaps made from doing short rows disappear. They are sometimes worked at the same time as short rows, and sometimes worked after all short rows have been completed.
Picking up wraps is actually one step more than it sounds. You pick up the wrap around the wrapped stitch and put it on the left needle and knit or purl it together with the stitch it was wrapped around. This works the wrap into a stitch and makes it less noticeable.
Wraps are usually picked up on either the knitside or purlside of your work, and it's a slightly different technique for each side.
PICKING UP WRAPS ON KNITSIDE
PICKING UP WRAPS ON PURLSIDE