So I am self teaching myself c++ and I am following this tutorial and it just said to put these, and I do every time and I know they are needed, but what do they do?
The are directives to the preprocessor. http://cplusplus.com/doc/tutorial/preprocessor/
It instructs the preprocessor to find the file you have specified and copy its contents where the #include is. Here you are using them to go get the contents of some language header files and copy them into your program.
the # tells the compiler to do something before it actually compiles your code.
include is the pre-processor command. It tells us that we are going to insert the entire contents of another file to this location here.
<> tells us that the file is located in a path included by the project. Ussually this just points to a bunch of default headers that your compiler supports (windows/linux headers, c headers, iostream, etc). The other option is to put the filename in double-quotes which will search for files in the same directory as the current file.
someFileName this is the file that will be included.