Header strips are commonly used as connectors in electronics prototyping. They come in a large range of pin arrangements to suit different connection requirements.
Examples of how the headers are used on boards for connections is best seen in the pictures of the various microcontrollers we stock. Female headers are often used where a socket is required on the board such as exposing the pins of an Arduino Uno. Male headers are used to create pins compatible with servo and sensor cables like on this servo controller.