And how can I use them?
You can read about fractals here: 1, 2, 3, but basically, as far as most people here are concerned, they're just pretty abstract images that you can add to your creations to help make effects. You don't have to do anything special to use them (i.e., you don't have to save them in a special folder like you do with brushes, scripts, etc.), they're just images, so you can paste a fractal on a layer in your sig (or whatever you're working on) and try setting the layer mode to different things like Screen, Addition, Lighten Only, etc. It's just like using a stock in your image to give you something to work with instead of starting from scratch.