An insulated metal joint for temporarily connecting two cables together.
If you need a permanent connection, soldering might be a better choice.

Temporary cable junctions come in rows.

You can twist individual joints off the row to use them on their own, or leave them connected together if it's more convenient. The joins are not electrically connected to each other.

To use, just loosen the small screws on the top, insert your wire and tighten the screws again. Pull on your cables to ensure they are properly seated. They should not come out of the join without excessive force. If your wires break when doing this, your wire may be old and unsafe to use. If it's just thin, well, don't pull so hard!