First of all, I think they don\'t exist ;-) But here\'s the theory...
Imagine the entire universe as a flat area, with every large object making the area curve around itself slightly (because of the gravity).
Now, a black hole is massive, and the area around it is curved a lot.
Now, suppose 2 black holes curve the area a lot, and the two curved parts come together.
That way, you could go from one black hole to another (through a worm hole).
Picture:
