[… even more superficial description …]
They are (client-side) modifications to web pages. You install a browser add-on (for example Tampermonkey) that will apply all scripts to a page before it is shown to you.
For WK that means that you see additional content, or change the behavior (ignore wrong answers, change colors, lock reviews). You just install script(s) to change things you don’t like or add functionality you want.
A list of what is already there (and some installation instructions):