ZBrush Primitive objects (sometimes called Parametric objects) rely on mathematical data to define their shapes, and can be shaped on the fly by adjusting their Initialize sliders. This means that they are ideal for creating a very wide selection of shapes that can be used with your 3D models.
Before using primitives for sculpting, texturing and other operations, they must be converted to polymeshes by pressing the Tool>Make Polymesh3D button.
For more information on types of Primitive and their settings see:
Reference Guide > Tool > Primitive