Well it looks like almost all your parts are headers and connectors. What you do with the part in question is integrate it into a pcb by soldering the pins through where you would like to tie in some wires, then you strip the ends of the wires (they would need to be the right size, but I can't tell that from a photo) then insert the stripped ends into between those fins on top of the metal contacts and push it down so it snaps into place. It could be very usefull to someone who needs to do that.