We're not quite sure where "the salley gardens" is located, but we do know that willow ("salley") trees are pretty popular in Ireland. Yeats also wrote a lot about Ireland, so it's likely that he had in mind a neat little Irish willow garden somewhere. The title, then, really declares the setting for the poem—the pretty, natural backdrop against which the speaker will be making a fool out of himself and not listening to his beloved. (For more on the setting, check out… "Setting.")
We know for sure that Yeats was borrowing the title, and a bunch of material, from an old Irish folk song he heard in the village of Ballisodare in Sligo. So, the title of this poem isn't original. Think of this more of a homage than a rip-off job, though. Yeats wasn't trying to pull the wool over anyone's eyes when it came to his poem's claim to fame. He kept the title the same as a kind of kudos to that old folk song to celebrate his culture and national history.