Glow plugs do the same job as spark plugs, but in a different way. Basically a current is run through a wire in the plug until it "glows" hot enough, and that is then used to ignite the fuel.
If your car is struggling to start, ie doing that "coughing" noise as it attempts to fire but doesn't quite catch, then try turning the key to ignition, waiting until the glow plug light goes out and turning the key off, then repeating a couple of times... sometimes the problem is that the plugs aren't being heated up enough to ignite the fuel: several attempts to heat the plugs can help (which is also why they usually fire after a while, but it's less effective due to the fuel cooling the plug down each time you try and fail to properly turn the engine on)
Also effective when your battery is going flat or glow plugs are wearing out - not effective in petrol engines or if there's a problem with fuel/air going into the engine.