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The primary job of the matte box is to control light. Originally it was used to hold mattes, or cutouts, to sort of fake an image composition. For instance, you might have a matte that looks like an old castle or something, if you needed that kind of image. It's a lot easier to fake a castle with a small cardboard cutout or glass painting than it is to go find a real one. These days though, matte boxes are generally used to hold filters. Filters come in all kinds of colors and gradations, the most common are 4" x 4" or 3" x 3" and some matte boxes can hold two or three of these at once, and let you rotate one or two of them.
An eyebrow shade just blocks sunlight or set lights from hitting the camera lens. Also you can fold an eyebrow down over a matte box when you're not shooting, to protect the filters from dust, etc.
Rails are often used to hold a matte box up to a lens. If a matte box is fairly heavy, you don't want to hang that weight from the lens itself and risk damage. Also, some lenses have rotating front elements, where if you adjust focus, the whole front of the lens turns. If your matte box was attached to the lens, the whole box would turn with it! Very uncool. So the rails take the weight of the matte box and hold it in place.
A follow focus mechanism allows you to finely adjust manual focus on a lens which has geared teeth on the focus ring. Usually there's a big white disk around the follow focus where you can mark focus points for your shot. The follow focus mechanism mounts to the rails and just provides a very precise way to control focus with a manual focus lens.
All these tools have specific uses and primarily come from the film industry. They generally lend themselves to a better looking production by allowing careful, precise control of light and lens. Of course, they're quite expensive, but they sure look cool. So in addition to serving certain purposes, they also make you and your camera look ten times more expensive and professional than without them. How you actually *use* these tools, though, is what really counts. Hope this helps.
Because I dont feel like typing tonight -
from Chris Hurd at DVinfo.net: