can someone explain to me?

That depends on the game. Each set of rules may govern how such things works for that game.

Take a look at some images at www.boardgamegeek.com, find one that intrigues you, and find out more from the game description for that game.

That's my best advice.

I'm currently making a space-themed game and I chose hexes because I like the idea that you can move in six different directions instead of four. Six possible directions seemed to fit a space theme better than a normal 4x4 grid cuz it's just more..."spacey". Some will argue the point, "Well...do the hexes actually add an essestial gameplay element that warrants adding hexes instead of sticking to squares?" It's a little early to tell at this stage of the game's development. I mainly chose hexes for asthetic reasons...I thought they helped the space theme. I might add some movement elements later that make more use the hexes themselves, but for right now they just look better.