A pulley is simply a collection of one or more wheels over which you loop a rope to make it easier to lift things.
Pulleys are examples of what scientists call simple machines. That doesn't mean they're packed with engines and gears; it just means they help us multiply forces. If you want to lift a really heavy weight, there's only so much force your muscles can supply, even if you are the world's strongest man. But use a simple machine such as a pulley and you can effectively multiply the force your body produces.