Sounds make an integral part of urethral play, which involves stimulating and stretching the urethra. The urethra is reached through the vagina in the female and the penis of the male. They are called rosebud sounds, because they have bulbous heads at the end for additional stimulation as they are inserted and used.
We recommend that you use sounds cautiously. It's very possible to damage the urethral area, especially if you also use them in the context of electro-stimulation. Make sure that you and/or your partner are experienced in the use of sounds before using them for urethral play.