The outside wing in a turn has to travel a greater distance, which means it's going faster, which means it produces more drag.
This results in a pull on the fuesalage towards the out side of the turn, known as adverse yaw. The rudder is used to correct this.
Have you ever been in a glider? One of the most important instruments on a glider is a peice of brightly coloured thread glued to the out side of the canopy right in front of your nose.
If you're flying "clean", the thread will always be pointing straight up, as you've correctly coordinated the controls to fly straight into the relative wind.
If you're not, if you've either not used enough rudder to account for the adverse yaw, or you're using too much rudder and holding the bank angle by using the aerlirons, the cotton willl be at an angle; it will point to the outside of a turn in a slip (not enough rudder) and to the inside in a skid (too much).
All this ignores two other large forces on our AH planes - the gyroscope effect of the prop, and prop wash it's self; both of which do funny things to an aircraft trying to change it's atitude from straight and level flight, and produce forces which need to be countered with the rudder.