Quick release skewers work by clamping against the outer faces of the bike’s dropouts, in turn clamping them against the hub’s locknuts.
Quick releases come in two types. There is the traditional cam design, which uses a lever to clamp the quick release to the frame. The second design uses a key to tighten the qr to the frame.
The second type of quick release is mostly used for higher security as you will need the key to undo them. This key may be something as simple as an Allen Key, or a more complex design, but still easy to use, for added security.