Sprints are kind of like the heartbeat of Scrum. It's the methodology itself.
Each Sprint has four phases, just like most software development cycles that have been around - Plan, Build, Measure & Learn. Sprints can last anywhere between two to four weeks.
Plan - Plan based on gathered requirements for the Product to be built.
Build - Develop the requirements.
Measure - Testing what has been developed
Learn - Learnings from Testing and alterations to the Plan
All initiatives/projects are executed over multiple sprints, so these four phases repeat themselves. The Learning phase improves the Planning phase for subsequent sprints.