DIL (dual in-line) headers are a type of electrical connector known as a through header. They are used to connect two PCBs (printed circuit boards). They can be used with an appropriate DIL socket to form a plug and socket pair, or can be directly soldered to the PCB using soldering tools.
DIL headers have several different means of connection, and any number of individual rows of pins. Generally, one side is a series of pins which are soldered to your PCB. They can either be at a right-angle or parallel to the PCB boards surface.
Most DIL headers can be through-hole mounted. This means that you can insert the electrical components into holes that you've drilled on the PCB and then solder on the opposite side. Through-hole mounting is reliable because it provides a strong mechanical bond.
DIL headers can be used in a variety of electrical applications, including in computer power supplies or motherboards.