They are programs that "crawl" over a website to look for, and extract, search terms and links from a website and pages for search engines (e.g. Google).
They also report on the "health" of the website and on things like the presence of malware. They also enable the website owner to manage the websites effectiveness (e.g. Google Analytics).
If you want to get your website high up in the search term listings, you would invite them to "crawl" your site.
So they are not necessarily a bad thing and are invariably good.
That's as I understand it anyway.