Unlike a hex bolt that has parallel threads, pipe threads are tapered. And this taper is what makes the seal.
As you tighten the pipe it moves higher up the (slightly larger in diameter)thread. A little pipe tape or pipe dope (the paste variety of sealer), seals between the irregularities of the threads and the threaded hole. Tighten more and the seal is tighter. So for leaks, just tighten a little bit more and they should stop.
If using tape, wrap in the opposide direction of the thread (usually anti-clockwise.) Otherwise as you tighten the pipe fitting, the tape just twists out of the threads instead of into them.