One style is PSA. PSA stands for pressure sensitive adhesive, so sandpapers of this type have a sticky backing. Generally, this type is used for sanding jobs where you will use the sandpaper until it is worn out. Not for tasks where you will be changing sandpaper frequently.
Another style is hook and loop, which attaches to the sander like Velcro. It is removable and good for jobs that require frequent changing of the sandpaper.
Holes in the sandpaper enable dust extraction to reduce buildup of dust on the abrasive.