It is a USB pen drive that contains a Windows & OS X based program, that enables you to configure your Network settings (both Wi-Fi and LAN) through a simple GUI (see screenshot) and then save the relevant details on to the USB drive. Once the pen drive is plugged into the Pi and booted, the correct files will automatically be saved to the Pi, which will then shut down. Then remove the USB pen drive.
When the Pi is booted again it will get the information from the pre-configured file and connect to the Network.
It has built in the ability to save Multiple Networks. Once saved, any of these Networks can be selected and by following the same ‘boot load’ process will configure the Pi for the different Network.