Even if you've never seen one, you can probably guess from its name what it does and what sound it makes.
When you use a clicker with your dog he comes to understand that a click is your way of saying, 'Good!' It's common for a click to be accompanied by a little treat, as a slightly more fulfilling reward. Added to a click this is a good way to teach your dog.
As you are aware, teaching your dog to obey with a clicker doesn't involve punishment, or violence. Clicker training gives the dog a completely positive experience. The click provides the dog confidence that he is obeying you. When you then add the small treat or reward to the noise your dog is swamped with positive reinforcement to repeat the behavior you are teaching him.
You can use a 'Click!' to train a dog to do lots of things.
For instance -- the command to sit. Your dog can be trained to obey with a clicker. Takea little reward and pass it over your dog's head. He'll give it all his attention, and as he looks backwards his back will arch and his backside will eventually settle onto the floor. The instant it touches make a 'Click!', and follow up with the treat. Do this a few times and telling him to sit. You'll find that your dog will soon be sitting down on command. It makes you wonder how you managed before the clicker.
That is just one example. You can probably teach your dog almost anything with a clicker.
Try using the clicker with your dog. It is the safest and least violent training tool I've found.