This combo of 2x20 pin header and socket is for our popular GPIO Ribbon Cable for Raspberry Pi Model A+/B+/Pi 2 (40 pins). It comes in two parts, a 'pin-through' socket and a male header. The socket straddles the center of a breadboard or Perma-Proto and then header plugs into the top of the socket. Since IDC cables are so standard, but a royal pain to use with breadboards, this is a good and cheap hack for prototyping
Works best when soldered in place. We have used these to prototype on a solderless breadboard but some customers report their breadboards don't play nice with the shorter pins so your mileage may vary.