Self-drilling screws are screws that have a drilling tip below the threads that will drill into the material to make the threads catch better. Conventional screws often require the user to drill a hole with a drill bit to create a hole for the threads of the screw to catch, but self-drilling screws take away this step.
The drilling tip on the bottom of a self-drilling screw is smaller in diameter than the threading. This allows the screw to be drilled into the material, but still catch strongly with the threads. Self-drilling screws are available at any construction or department store, such as the Home Depot.