They are centering rings. The wheel has a cone shaped hole at the centre which fits on the cone shaped hub. The cone ensures that the wheel goes on perfectly central.
Aftermarket wheels aren't designed for a specific car, so must fit multiple hubs. As a result, they are built with a large hole in the centre, and an adaptor is needed to adjust the wheel to the shape of the hub.
They should just push into the depression in the centre of the mounting surface of the wheel. You should see a slight taper - obviously, this needs to be small end towards the face of the wheel, and wide end towards the hub, otherwise you won't get the wheel on the hub.
Finally, before you proceed, you should check that you have the correct wheel bolts. In general, aftermarket wheels can't be used with audi wheel bolts/locking bolts. Audi use spherical-seat bolts to centre the wheel. Most after market wheels need cone-seat bolts. If you try to use the audi wheel bolts, the wheel will not be secured and may be cracked by the incorrect pressure.