Imagery is the use of words or phrases that appeal to the senses. They serve to give the reader a sensory experience while they read, thereby making the reading experience more real and of greater emotional impact.
A writer can use imagery to create suspense by describing something in sensory terms without explaining what it actually is. This leaves it up to the reader to determine what is being described. If it is done properly, the reader enjoys the experience of looking at the evidence and trying to figure out what the writer is saying.
For example, suppose you read the following paragraph. You won't know what it's about right away:
At first the blinding white light dumbfounded me. I couldn't imagine that it was anything more substantial than a blown light bulb. But it was the eerie quiet that unsettled me in the end. All sound simply ceased. I'd never really heard true silence until then. Then, as the windows and the shades and the rooms darkened, a wind began to build outside and buffet the house, and I knew what had finally happened.
This paragraph refers to someone experiencing a nuclear explosion from a distance. The writer uses imagery to make the reader feel it, but never actually says what it is. The reader has to figure it out.
Writers often do this with short passages that really only take a moment or two. Occasionally they'll do it for longer passages, a few pages perhaps, but then they run the risk of frustrating or boring the reader. The descriptions that make up imagery, when done well, can create an emotional response that the reader feels.