Cooper notices that Murph's "ghost" is communicating with them.
In Brane cosmology, the central idea in many theories of physics, is that our visible, four-dimensional universe is restricted to just a membrane inside a higher-dimensional space, called the Bulk.
The "bulk beings" referred to in the film are sentient beings able to perceive these higher dimensions, and hence experience time as just another physical dimension of direction. This allows them to create wormholes and higher-dimensional tesseracts (such as the one where Cooper was contained inside the black hole). It's to some extent quite obscure on what it is meant by perceiving FIVE dimensions. But it can be said to be at least 4 spatial dimensions and 1 temporal, allowing for incomprehensible formulations that our infinite 3D + temporal reality cannot fathom.
The tesseract shown in the film was able to manipulate time itself as a physical dimension, thus being capable of showing and interacting with past events. It is alluded to in the film that these "bulk beings" may in fact be humans existing millennia in the future that possess unfathomably advanced technology and have evolved to the point of existing outside of the four (known) dimensions of time and space.