This electret capsule microphone is the same one Adafruit use in their great microphone amplifier board. It contains a small vibrating element that will output a few milllivolts peak-to-peak.
You will need an op-amp to amplify the signal, some chips are designed with the amplifier built in in which case you can wire it up directly.
This is an "omnidirectional" microphone, with -44dB sensitivity, and has 20-20KHz frequency response. You can plug it into a breadboard or perfboard or solder wires to the little wires sticking out the back.
Check out OpenMusicLab's great tutorial on Electret Microphones for a deeper look at how these sensors work. If you need an amplifier board, see Adafruits fully-assembled and tested mic amp board with adjustable gain.