Binaural beats are an auditory illusion, not a sound that actually exists in the air. Play a 200 Hz tone in your left ear and a 210 Hz tone in your right, and your brainstem, specifically the superior olivary complex, which compares timing differences between your two ears for sound localization, perceives a third, phantom tone pulsing at 10 Hz: the difference between the two.
Because that illusion depends on each ear receiving a genuinely separate signal, binaural beats are the one entrainment method on this site that strictly requires stereo headphones or earbuds. Monaural beats and isochronic tones both work around that limitation in different ways, at some cost to how strongly the effect is perceived.
Research on brainwave entrainment shows modest, inconsistent effects. Some people notice clear benefits for relaxation and focus; others notice little. Treat it as one tool among many, not a guaranteed fix. If you have epilepsy or a seizure disorder, consult your doctor before use.