A wrist splint brace has a spoon or stay that runs along the inside of the wrist and helps you to keep your wrist straight while you sleep. It therefore counters the natural tendency most people have to bend their wrists during sleep. If you suffer from carpal tunnel syndrome, you will be aware that waking up with your wrists bent and then trying to straighten them is a very painful experience.
That said, a wrist splint is not suitable for everyday wear while you go about your regular duties at work or around the home. It is simply too restrictive for that purpose. You should mainly wear it for sleep as mentioned above. However, if your wrist splint has a removable spoon or stay (as many do) you can remove it while doing everyday tasks. It will then provide mild to moderate support for your wrist ligaments and tendons and, by doing so, will help you to avoid injury.
One you have used your wrist splint for a few weeks and found it useful in reducing pain, you may be tempted to discontinue its use. We would strongly urge you to resist this temptation and continue using the splint for the period specified by your healthcare professional.