CPU cores each run a different program.

GPU cores all run the same program at the same time, but each core operates on different data. They are much slower and more basic than a CPU core, but also much smaller (because they don't need all of the same parts) so you can have thousands of them. Because of that, you can use them to crunch a large amount of repeated calculations very quickly. This is used for mostly for the per-pixel calculations for your display, but they can be also used for other things too like AI training (or Bitcoin mining if you hate the environment.)