A device driver is a computer program that controls a particular device connected to a computer. It acts as a bridge to allow the operating system and other software to communicate with the hardware. A device driver gets activated when the device is found on a computer or when the device is plugged in.
Most device drivers are installed by default in Xubuntu, so everything should work automatically when you plug it in. Device drivers can either be open source or proprietary and are provided by the hardware manufacturer or the open source community.