A "prelude" is similar to a prologue; preludes are short pieces that introduce something larger.
Here, Eliot is introducing us to the themes of his later, larger works, like "The Waste Land" and "The Love Song of J. Alfred Prufrock", both of which explore the despair, monotony, and sorrow of human life in the modern world.
The title may also reflect the brief nature of these poems; they can be seen a prelude to something larger, something Eliot only wants to give us a brief glimpse of. We can think of them as the opening act to Eliot's big, headlining show. And considering that he often used musical terms to title his poems (like "The Love Song of J. Alfred Prufrock" and "The Four Quartets"), this could even have been Eliot's intention all along.