These little crimp connectors are designed to work with standard 0.1" headers which is the most common size seen in hobby electronics on microcontrollers and bread boards.
The connectors work with 22-28AWG Stranded copper wire best. The connectors are crimped with a special tool although pliers will do if you only need to do a few.
Pins are available to suit either male or female connections. Both types of pins fit the different connector casings.
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