Direct Boxes (DIs)
Example
Here is an example of standard passive direct box:

Connections
Input
DIs have 1/4" Female TS Input that is used to connect instruments like acoustic guitars or electric pianos with an instrument cable.
Thru
Some DIs have 1/4" Female TS Thru that is used to relay the input signal to a guitar amp or on stage monitor. We rarely use these.
XLR
DIs have Male XLR Out that is used to connect the DI to a snake input with an xlr cable.
Buttons
Ground Lift
Should typically be off unless you are getting a ground loop hum. In which case flip the switch to hopefully remove the hum.
Pad
Used to pad (or reduce the gain) of the input. Should be "off" unless input signal is too strong for sound board.
Types
Passive vs Active
Active DIs require +48V of phantom power to operate. The phantom power must be turned on at the sound board for the channel it is connected to. On Behringer brand and many other sound boards, the phantom power button is labeled "+48V on the channel strip." Passive DIs can be used without phantom power.
Mono vs Stereo
Standard Mono DIs have one TS inputs and one xlr outputs. Stereo DIs have two TS inputs and two xlr outputs.