A diya is an oil lamp, usually made of clay, with a cotton wick dipped in ghee or vegetable oils. Diyas are native to India, and are often used in various religious festivals such as Diwali - the festival of lights.  Diwali marks the return of Lord Ram from 14 years of exile after killing the demon king Ravana. Therefore this festival is symbolized with festivity, celebration, brightness, and the victory of good over evil.  As celebration, diyas are lit and houses are decorated.
  
These decorative Diyas are first soaked in water overnight.  They are then colored using bright colors such as red, orange, green, etc, to symbolize the festive mood.  In order to increase the aesthetic beauty of the diyas, a cone is then used to decorate the diya with ceramic colors.  

The Diyas are available in multiple colour combinations.  You can use these diyas either during Diwali or any other festival. Alternatively, you can use them for decoration or for gifting purpose.