Hi there!
They detect the surge in LH - Leutinising Hormone, which occurs 12-36 hours before ovulation.
Therefore helping you to time Doing-The-Deed to your fertile window.
you can get the fancy clearblue digital ones but they cost mega bucks and actually the cheapy ones are just as good, once you get used to interpreting them properly.
I buy these off the internet - they are good value compared to the shop bought fancy ones, and means that you don't feel guilty starting testing too early in your cycle, or occasionally using more than one per day 
You need to hold your wee for about 4 hours and restrict your fluid intake before you do the test - this is the most annoying thing I've found. But apart from that it's really easy.
Best to do it early afternoon, apparently it doesn't always show up in first morning urine.
You get a faint line next to the control line when you are not having the surge (there is LH in your system right through your cycle) but when you are having the surge, the test line is as dark or darker than the control line.
HTH, and good luck!