They're basically used for rolling out tight muscles.
My chiro has me use one in between appointments when things get tight.
You use your body weight to massage out the area, basically.
For me, my IT Band is a huge culprit in my knee pain. So I'll lay on the roller to get it to release. Magic!
Same thing when my back gets tight. The foam roller + body weight can get into the muscles where fingers can't.
Obviously if you have an injury, you don't want to use it.
But if you're tight, you can position it to hit just about every muscle group you need to.
For some of the more difficult areas, like inner thigh..I actually use a rolling pin.
My foam roller is almost as tall as I am.