According to what Christian take holy weeks, this week is the week that talks about the triumphant entry of Jesus Christ into Jerusalem, his death and resurrection.
At this time Christians take it so serious and try as much as they can to stay holy throughout. The new testament talks about how Jesus entered Jerusalem, how he was killed and his resurrection on the third day.
As we Christians observe holy week, it is not called holy week in the bible but we Christians just decided to give it that name. Churches remember the death and resurrection of Jesus Christ every year which is the Easter period. While the events themselves are biblical, the formal naming and organized celebration developed later in church history, not as a direct instruction from Scripture.