Frost wedging is caused by ice having a larger volume than water.
Imagine a tiny crack — in a rock or in the paint on your house. Water seeps in, and when the water freezes, it expands a little bit, because the ice takes up a slightly larger volume than the water is was made from. So the crack becomes a tiny bit larger. Next time, a little bit more water can seep in, and….
I think you will get the idea by now.
It is called wedging, because a wedge also gets slightly thicker as you hammer it into a crack. Frost wedging, of course, doesn’t need a hammer, just repetition, over and over again. It will split rocks.