They let you quickly make custom cables that mate with various 0.1"-spaced connectors, including male or female headers and solderless breadboards. They are sold in packs of 10. Just pick the housing for the correct number of pins, pick the colours and genders for your wires, and snap them into the housings (note: it’s not easy to get the wires back out, so plan carefully!).
You can easily make cable harnesses or assemblies that branch from one connector on one side to multiple connectors on the other; you can also cut off one pre-crimped end and solder the wires directly to components to make swapping connections easy.