The air of Arrakis was usually hot and dry. However, at night, when the air cooled, some moisture would develop. This moisture would then be carried by winds across the surface of the planet. Essentially a large air intake, the windtraps would capture this air so that the moisture could be extracted from it by the Fremen, after it condensed.
Imperial Planetologist Pardot Kynes incorporated the windtraps into his terraforming program. However, he had surmised that the water reclaimed from this system would not be enough, and that a self-sustaining precipitation system would need to exist. As a result, he began a plantation drive across the planet.