While you are having your period, the basic idea is that you should keep yourself clean and use something to absorb the flow of blood. There are many ways to deal with the blood flow during your period, including pads, tampons, and cups (like diaphragms).
You can buy sanitary pads almost anywhere and they come in different sizes, thicknesses, and even with "wings" to protect your underwear. They all stick to your underwear. Because menstrual blood can develop an odor as it dries, it is important to change pads regularly.
Tampons are inserted into the vagina and absorb the blood before it leaves your body. You insert tampons into your vagina with an applicator or a finger, and they have a string attached to them so you can pull them out. You should not be able to feel the tampon when it is inserted correctly, and it takes a few tries to get the hang of inserting them. The trick to taking them out, is to just relax and pull the string.
Many women like tampons because there is less mess, odor, and you can swim with a tampon in. Remember you still need to change a tampon every few hours, or when they get full, or soak through (requiring a pad to avoid messes). Leaving a tampon in for too long increases the risk of Toxic Shock Syndrome (TSS).
INSTEAD is one brand of a "cup" that is not a tampon or a pad. It is a soft, little disposable cup you wear inside, out of the way, to hold rather than absorb your monthly flow. It fits over your cervix and softens at body temperature, so that when inserted it conforms to your anatomy to create a personal, comfortable fit and help prevent leakage. You can wear it for about 12 hours (or until it is full), and then empty it out, rinse it, and use it again. You put it in and take it out with your fingers.