ClickDetectors are inserted in parts to make them clickable. For example, you can add it as a requirement for a script to happen. Here's an example of what I mean:

(This is a server script in the ClickDetector.)

script.Parent.MouseClick:Connect(function()

        ~ Your script here. ~
end)

This is the same example I used on the previous page but it should explain just enough. It shows that whenever you click, a script you write will occur.