Good question, but please try to post these kind of things in the Nintendo Wii Basics section. Also, I believe this can be found in the 101 FAQ thread.
Anyway, there is a sensor bar, which is just a bit longer than your average ink pen, and it is placed above or below your TV and has a wire that plugs into the back of the Wii. This sensor bar is only needed for games that use the wiimote as a pointer, in other words first person shooters. So, if you're playing a racing game, you don't need it. It is included when you buy the Wii.
Hope that helped.