A wall with a firing port to allow shooting from relative safety.
Embrasures are extremely useful for pillboxes or killboxes. Embrasures provide more cover than sandbags and enemies cannot walk through them.
Embrasures do not block shots. Beware of tribal boomers or pirate grenadiers, as they can throw explosives through embrasures and injure or kill your colonists.
Cheesing with embrasures
Pawns cannot walk through embrasures. You can use this to cheese early tribal raids, early pirate raids, manhunter pack events and scythers.
Melee fighters with the exception of sappers can only look through embrasures. They can only attack in melee, which allows your pawns to shoot them without retaliation. Some people look down upon using the embrasure because of this tactic.
Things to note when using embrasures
Pawns should wear helmets when fighting pirate, tribal or mechanoid raids. Embrasures provide cover for the body, but not the head. As a result, most hits will be headshots.
Also make sure that embrasures are made from non-flammable materials.