Games : Minecraft - How to use /testfor?

In Minecraft and in the answers I see stuff like this:

/testfor @a[x=X,y=Y,z=-Z,r=R]

Then the people say to hook it up to a /setblock command or a /fill command or etc.

What do people mean when they say "hook up to"? How do you hook up a /testfor command block to another /setblock command? I understand the whole /testfor thin except how to hook it up to another command block.

These answers are very helpful except I don't know how to use them!

Thanks in advance!