they are good to sit on each day with your legs slightly apart, feet flat on the floor, bum back and pelvis tilted forward. You can bounce gently up and down. Apparantly this helps to get baby in the correct position. It also helps to strengthen your core muscles - good for helping to stop tummy muscles splitting and for getting back in shape after the birth.
You can also do gentle stretches - arms up to the side and lean over. Also hip rotations - back and forwards, side to side or complete circles.
Again helps with strengthening muscles and getting baby in the correct position.
The balls can also be really comfy to sit on if you have back ache. You can also do your pelvic floor exercises on them.
You can use them in labour for doing the same movements or leaning over - anthing that feels good and relives pain and pressure.
If you search on google for birthing ball exercises there are some good links and also some you tube videos.