These tell the search engine to look for the keywords in order when searching. For an example, you could search for the key words star wars , but that may come up with Star Wars information, military history, astronomy, etc. That way, the only pages that come up will have the words star and wars right next to each other as a phrase. You can also combine the phrases and plus sign for a more accurate search. Also note that even though I used capital letters in some places and small in the other, it really shouldn't matter.
Most search engines are case insensitive.
There are also different ways to search depending on which search engine you are on. This huge search engine will let you search for pictures, Java apps, and even show you who is linking to your page. Lycos . . Lycos uses pull down menus to aid you in your search. Also notice that almost all of these search engines have links right on the home page for stocks, email, weather, searching for people, newsgroups, yellow pages, and just about any thing else you would want to search for.