They can be used as part of a warm-up, to help release trigger points and stretch muscles.
They can be used as spot treatment for problem areas (for example, the IT band often benefits from foam rolling). If you have joint tendonitis, rolling the muscle that attaches to the joint (NOT over the sore area itself) can help, as often pain in the tendons near the joint are due to tight muscles (muscle stretch, but tendons do not, so when the muscle gets tight, it pulls on the tendon).
You can also use it as for core work, by lying lengthways on it and doing ab work or chest presses, etc.
There are online tutorials on FR workout: look up "foam roller" on Youtube, for example.
HTH!