A wah pedal is a tone control. With the pedal rocked back, (heel down), the treble is rolled off in favour of the lower frequencies. With the pedal rocked forward, (toes down), the low frequencies are rolled off in favour of the treble. The transition from low to high makes a 'wah' sound.

There are also some 'auto-wah' effects that shift the equalisation in response to the 'envelope' of the signal that is fed to it from the guitar. These are easier to use, but since they wah every note, they don't sound as good as a classic style pedal that can be used to emphasize the phrasing of a line.

It can take a bit of practice to avoid sounding cheesy, but it's worth the effort.