From my understanding when you have a liquid that has a high vapour pressure, it is readily vaporizing into the gas state. With a SOLID compound that has a high vapour pressure, it indicates that it is readily subliming. A regular process would require the fusion (melting) of the solid, then the vaporizing, which would show the higher vapour pressure.
a common example would be dry ice, since it sublimes from solid to gas without the intermediate liquid phase, so as a solid it would have a high vapour pressure