A shader is the chunk of software (or in Maya it's a node type) that defines how to calculate the look of your object.

Shaders can either use texture maps to determine what the camera sees or they can calculate the look based on the shape of the geometry alone.

The latter kind of shader is usually called "procedural," because it uses software to implement a procedure for calculating the look of the object rather than looking at a texture map that you've painted by hand.

In Maya, a Lambert shader is applied to every surface by default, which makes all the default-shaded surfaces look like dull gray plastic unless you start tweaking color attributes for the shader node or applying texture maps. There are other shader node types that ship with Maya as well, most of which are used as a foundation for adding texture maps.

These shaders you've found are implemented as networks of Maya shading nodes. All you have to do to use them is to use File > Import to get them into your scene and then add the objects to the correct shading groups in Hypershade. (A shading group is a set of objects that share the same shader.)

Maya also allows developers to make new shading node types by using the API to build a plug-in. This requires that you code your shaders in C++ rather than by hooking nodes together, but such shaders are much faster to render.

-- Mark