Air-to-air missiles are small rockets that are shot from one plane to another plane in order to shoot it down. They look like mini airplanes themselves, with fins that help them fly through the air.
When a pilot wants to use one, they first lock onto the target plane using special equipment in their own plane. This means the missile knows exactly where to go.
When the missile is launched, a little rocket propels it forward, and the fins on the missile help guide it towards the other airplane. Once the missile gets close enough, a little computer on the missile tells the warhead to explode so that it can hit the target plane.
Overall, air-to-air missiles are like little mini airplanes that know exactly where to go and what to do in order to help a pilot destroy enemy planes.