Nitrous Oxide (NOS) is used as a cheap method to basically increase the horsepower of your car. Your car's engine is basically just an air pump and so the more air that is forced into your engine, the faster your car will go. Nitrous Oxide Systems ("NOS") works by directly injecting Nitrous Oxide (NO2) into the engine.The higher concentration of oxygen found in NO2 (compared to air) and more fuel leads to the same effect as Superchargers and Turbos.

Above: These are the lines used to connect nitrous to your engine

Nitrous oxide is connected to the fuel lines and the  air intake manifold.