This is just lighting terminology for colored filters. Most of the time you will use gels for special stuff, but they can also be used for general lighting as well. It is not uncommon to put a #5 or a #6 filter on all of the fresnels that are lighting your stage, and then to add a flooding with Pars having a shade of medium blue for night scenes.
You will want to put the gels inside appropriately sized gel frames that then slide into a groove on the front of the lens.