A holomorphic function in an annulus containing the unit circle has a Laurent series about zero which generalizes the Taylor series of a holomorphic function in a neighborhood of zero. When restricted to the unit circle, this Laurent series gives a Fourier series of the corresponding periodic function. (This explains the connection between the Cauchy integral formula and the integral defining the coefficients of a Fourier series.)
But it's worth mentioning that the Fourier transform is much more general than this and applies in a broad range of contexts. I don't know that there's a short, simple answer to this question.
Edit: I guess it's also worth talking about intuition. One intuition for the Taylor series of a function $f(x)$ at at a point is that its coefficients describe the displacement, velocity, acceleration, jerk, and so forth of a particle which is at location $f(t)$ at time $t$. And one intuition for the Fourier series of a periodic function $f(x)$ is that it describes the decomposition of $f(x)$ into pure tones of various frequencies. In other words, a periodic function is like a chord, and its Fourier series describes the notes in that chord.
(The connection between the two provided by the Cauchy integral formula is therefore quite remarkable; one takes an integral of $f$ over the unit circle and it tells you information about the behavior of $f$ at the origin. But this is more a magic property of holomorphic functions than anything else. One intuition to have here is that a holomorphic function describes, for example, the flow of some ideal fluid, and integrating over the circle gives you information about "sources" and "sinks" of that flow within the circle.)