Many of these transmitter kits/modules are powerfull devices that can broadcast their signal very far and other smaller ones plug into the device's headphone jack and then broadcast the signal over an FM broadcast band frequency, so that it can be picked up by any nearby radio. This allows portable audio devices to make use of the louder or better sound quality of a home audio system or car stereo without requiring a wired connection.
Typically they broadcast on any FM frequency from 87.5 to 108.0 MHz in most of the world (or 88.1 to 107.9 MHz in the US and Canada). They are also used to broadcast a stationary audio source, like a computer or a television, around a home. They can also be used for low-power broadcasting and pirate radio.