There are many kinds of connectors that crimp onto a wire. These connectors serve a wide variety of purposes, which all relate to joining wires together to make circuits.
A crimp-on connector has an end of a wire inserted into it, and then you crush the connector in a specific way so that it grabs the end of the wire. Often one uses a crimping tool, but in some cases pliers can do the job. In some cases there are special purpose crimping tools for specific connectors.
It is arguably a good idea to also solder a wire to a crimp on connector. Many claim that a crimp on connection doesn't give a good enough electrical connection, and that soldering does a much better job. Some do not crimp at all but only solder. While others only crimp and do not solder. Clearly to each their own.