One of them, Alice as the story is usually told, makes pairs of entangled particles. She keeps one particle from each pair and sends the other to Bob. Bob measures his particle in the same way, then compares his result with Alice's. If Eve did sneak a look at Bob's particle on its way to him, the measurements won't always agree. So Bob's particle can both carry a message from Alice and can help tell him and Alice whether anyone intercepted the message.
Entanglement can be useful, to be sure, but is also very weird.
One of the weirdest aspects is the way it seems to ignore time. The Alice and Bob scenario would still work if Alice was an earthling and Bob lived in Andromeda. Suppose Bob were to receive a particle that had set out from earth a million years previously, and Alice happened to come into possession of its entangled partner, then Alice's measurement would still be perfectly related to Bob's provided nothing had interfered with either particle in the meantime. There's no problem with the classical information here, which flows in the usual orderly way. But something information-like can be pictured as connecting Alice's measurement with the creation of the entangled pair 1,002,000 years previously.