Vias connect the tracks from one side of a double-sided board to another by way of a hole in the board. Vias are made with plated through holes (PTH) which allow electrical connection between different layers on your board.
Some beginners may confuse about a via and a pad. Practically speaking there is no real difference - both are electrically plated in the electroless process, but vias are subsequently hidden by the solder mask. There are differences when it comes to design a PCB, so pads and vias should be treated differently.
Holes in vias are usually a little bit smaller than component pads, with 0.5-0.7mm being typical (although they should be larger when they need to carry substantial current). Using a via to connect two layers is commonly called stitching, as you are effectively electrically stitching both layers together, like threading a needle back and forth through material.