You blow into it and your breath causes a heavy ball to vibrate. The vibration creates oscillating positive air pressure that loosens the mucus from the lower walls of your lungs, which you can't do on your own (coughing only brings up mucus from the upper lobes; this loosens mucous in your lower lobes).
It also provides resistance that strengthens your lungs, similar to weight resistance training for any other muscle. That's primarily how we're using the devices now since neither of us is sick, and also so we get accustomed to using the devices. It feels great!