It is a door that allows animals to pass through while insulating the temperature. Animals that are assigned to pens cannot pass through fences or barricades. Pen markers have an “auto cut” option which will periodically designate inedible plants in the pen to be cut.
Once placed, you can assign a certain set of animals to the pen and handlers will bring the correct animals over.
RimWorld 1.3 patch notes New stuff: Base game Pens and animals
Today’s RimWorld patch 1.3 will fix a few of these issues.