A thesaurus is a reference book that's kinda like a dictionary. Instead of using it to look up meanings, however, you use it to look up related words.
For example, if you look up "pretty" in a thesaurus, you'd probably find synonyms such as "beautiful," "glamorous," "radiant," etc., and antonyms such as "hideous," "plain," "ugly," etc.
The thesaurus will also probably explain the subtle differences in meaning and connotation associated with similar words. That is, it can help you find the best word for a particular context.
Typical usage is to think of a word similar to the one you're looking for, and lok it up in the thesarus to find a more suitable word.