A lot of modern PCBs have small pads with no components attached. They are often used as test points, JTAG ports, or programmer connections. There’s no connector on the board, just pads. To use those, test equipment and programmers utilize pogo pins. These are small pins with a spring inside, reminiscent of a tiny pogo stick.
The strip board is handy because it allows you to easily attach a wire to the pin without having to solder the wire to the pin. Some hot glue, cable ties, and heat shrink round out the clip. This is mostly useful when you have a very tiny board or lots of boards where you don’t want the expense of a connector on every one. In [Joshua’s] case, he was programming a lot of AVR boards.