Bar collars are used to safely keep plates from sliding off of the end of barbells while you are lifting. They come in different shapes and sizes. Some are metal in the shape of springs. You simply squeeze the handles and slide them onto the end of the bar after the weight has been loaded. The other type of collars are plastic, like the one in the picture above. They have clamps on them that snap open and closed. You simply snap the clamp open and slide the collar onto the bar. Then you clamp it shut so it is tight around the ends of the bar.
You should use these safety bar collars with any lift that requires a barbell. It will keep weights from sliding off which can hurt you or anyone around you.