Probes are used to investigate certain aspects of an environment that is difficult or dangerous for humans to investigate in person. Probes are usually relatively small objects that contain just enough equipment and energy to analyse specified aspects of the environment.
In space, we have sent probes out of the solar system and to Mars to name just two. The Voyager I is a probe that we sent out of the solar system. Its distance is now 100 times that of the distance between Earth and the Sun.
On Earth, we have sent probes into the deep ocean. In Medicine, we often use probes to identify the cause of medical conditions (and sometimes operate on it. Using a probe means that the doctor can make a tiny cut on the skin instead of opening up the patient which is far more risky.