Games : How do I use the /testfor command?

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 thing except the part on how to hook it up to another command block.