The title of the poem refers to something quite literal: the "wild swans" that Yeats used to observe at Coole Park, a stunningly beautiful retreat about 130 miles from Dublin, Ireland. The poem's title thus names a real place and real things, but it also tells us much more.
The swans are "wild," which means they aren't tame or civilized. They are different from people like the speaker, or W.B. Yeats. They can wander wherever they want, they don't grow old and wax nostalgic, and they don't get frustrated with the world around them like the speaker does. The wild swans, in short, represent something—an apparent lack of aging, a carefree attitude unmarred by the emotional complexities of being human—that the speaker wishes he had, or rather they represent something that reminds the speaker how painful life can become as we enter the "twilight" of our years.
The title also gives us the setting: Coole Park. In a way, this wild, natural place is very similar to the swans themselves. It is the unchanging and uncomplicated, a place where the speaker goes to escape from city-life. Sadly, though, there is no escape from the cold, hard reality of time's passage. Even here, the speaker can only reflect on how much of a bummer it is to get older. (Hint: it's a big bummer.)