What does it mean if someone dies of pneumonia due to toxemia?

Many systems fail: Pneumonia, usually due to bacteria, but some viruses, causes failure of many organs, toxemia usually applies to pregnancy complications, not always associated with pneumonia. To answer your question properly, you need to define your question, whether it refers to pregnancy, or patients very ill with pneumonia who are not pregnant. And die from life threatening pneumonia.

Sepsis?: Toxemia is a word commonly used with pregnancy - my guess is that you mean sepsis or septic shock. The answer is more complex than will fit in a 400 word space, but both your body and/or the bacteria produce factors that cause the capillaries to leak, veins and arteries to dilate, the blood pressure to drop, and may cause cells to process oxygen inefficiently or not at all.