seeing as not many people actually give helpful advice, ill take it upon myself.

a shader is, from what ive seen, changes the different parts of whatever material it is applied to, like its ambient lighting color, specular color, material type, etc.

you can accomplish the same thing by tweaking the Surface tab in DAZ, but shaders are a bit of a shortcut.

they might also include different textures, but im not too sure on that one

as for general "how to use", there are some in the freestuff section. just put them into your runtime, run DAZ, select what you want to modify, and load the shader.