to secure these rights, Governments are instituted among Men
The Declaration's third self-evident truth answers the question, why do men establish government? The answer: to secure natural rights, or the rights people are born with. The Declaration implies that these rights are not secure outside of government.
Outside of government, people are in what the Founders called "the state of nature." They have natural rights, but when men live without government, those rights are jeopardized. As James Madison explained in Federalist no. 51, in the state of nature, "the weaker individual is not secured against the violence of the stronger." In such a state, even the decent may be tempted to act according to their selfish passions rather than their reason and duty. As James Madison put it in the same number of The Federalist, men are not angels-that is, they are not simply rational. The state of nature is characterized not by life, liberty, and happiness, but rather by violent death, slavery, and misery. Because of this-and so that they can enjoy their rights in peace-people join to form governments.
When people set up a government, they must give up some of the power they had in the state of nature. For example, one gives up the right to punish wrongdoers and gives that right to government. In this sense, one surrenders some of the natural right to liberty. But in another sense, the right to liberty is unalienable, meaning that one never gives it up at all. That is, no one rightfully assigns to a government absolute authority over his freedom of action, and no one rightfully gives up his ultimate right to revolt against a tyrannical government. One surrenders liberty conditionally: we give some of it to government, on the condition that government secures our rights.
For instance, people may not rightfully give government the right to kill or enslave them or confiscate their property (except as restitution for injuries committed). But people accept some restraints on the liberty they enjoyed in the natural state for the sake of more secure liberty. For instance, they give a portion of their property for the greater protection of the right of acquisition (e.g., when taxes go to pay for judges and for national defense).