Approach notes are non chord notes which approach a chord from one step above or below the chord note. The note above is usually the note above in that key (although it can be a semitone above too) and the note below is usually one semitone below. When approaching notes from both above and below are used they are often referred to as enclosures as they enclose the chord notes. In this video I show how using Enclosures around the chord notes of a C Major Triad can be effective when used over a variety of chords.
Tim Richards has written some excellent books about learning to play jazz piano, I have reviewed these in the Resources page. In this video he demonstrates how to use arpeggios, scales and enclosures while improvising over 2 5 1 progressions in several must know keys. He then goes on to cover the 1 6 2 5 chord progression which again is commonly used in jazz.
Adam Maness is one of the team at Open Studio Jazz. they have many excellent videos on Youtube and also have a subscription website which I review in the Resources page. There website is aimed primarily at advanced players, all the team are World Class Jazz musicians and there is so much there that you could spend a lifetime studying it! in this video Adam takes enclosures further using various combinations of tones and semitones from above and below.