They work as a customizable glossary of terms. Furthermore, the translator create and grow the database each time he translates a sentence, because the sentence is stored, and next time the original sentence is similar, it will appear in the window tha fuzzy translation.
The only problem is that those CAT tools are expensive, but don't worry, OmegaT is totally free and it works pretty well.
If you are getting started in the world of CAT tools, OmegaT is a good choice. You won't spend any money and you'll get a good quality program. Download it, you won't be dissapointed.