These are treads. Treads are an alternative to wheels for a mobile robot. Because there is a lot more surface area in contact with the ground, treads provide much more traction than wheels with tires.

The hubs that are used with the Lego treads spin freely on an axle. In order to lock them to an axle, you must insert a gear inside the hub.

You should use treads when you are building a slow but strong robot. The threads will give you much more friction with the ground and will let the robot push harder.