Technically, these aren't wire nuts, they are terminal strips. Wire
nuts are used (at least in the USA) as a sloppy (but code-compliant)
way to connect power wires together (you twist the cables together and
screw on the wire nut). Here's a picture of some:
http://www.dansmc.com/wire_nuts.jpg
Ugh. I despise wire nuts.
What does the wire nut do? Is it a plastic cap that protects the twisted
place against untwisting?
It's a plastic cap with something that looks like a spring inside. This spring doesn't perform a normal "springy" function, it acts more like a elongated nut. It "threads" (sort of) onto the twisted wires when you screw the wire nut onto them. This gives it a little bit of a "bite" so it won't fall off, and more-or-less keeps them together and keeps them from untwisting.
It's a cheap, unrefined, unreliable, inexplicably popular, and inexplicably legal way to connect wires together.
-Dave
-- Dave McGuire "I've watched Harley people throw up Cape Coral, FL on the ceiling." -Krissi
