In a policing context, it means to cross a boundary that has been defined by police authorities, in an unauthorised way.
A perimeter could be indicated by a fence, or a line of police, or police cars....
This boundary might be to stop people getting into an area - for example to prevent a group of demonstrators from getting too close to a public building (e.g. government office, embassy, police station...), in case of damage or attack; on the other hand, it could also be to prevent a group of demonstrators going out of an area that has been authorised for a demonstration - to prevent an uncontrolled movement into unpoliced areas.
To cross into or out of this boundary could be described as a breach of the perimeter, or "perimeter breach".