Many adventures are pre-packaged books or boxes that provide elements to a GM for a plot. Other adventures are custom-designed by GMs for their own groups.
Either way, adventures help GMs by reducing the amount of improvisation required at the table. Many systems that promote adventures have complex monsters or NPCs which aren't easy to create on the spot.
Tag questions with adventure when you want to find out about a published adventure that has a particular element; what adventures you could choose for a particular situation or methods to develop adventures of your own.