You mean, what they do in regards to accepting you as a member?
As far as I know, you need to be nominated by someone. You need to apply with references from your Bishop and from a few personal referees. The Order considers your application and sends it to Rome. It can take some time for the application to be processed. Once you are accepted, you will become a Knight or Dame in a Ceremony of Investiture.
If by "what they do", you are referring to works of the Order - well, there are many :)
Costwise, new members need to pay a once-off fee known as "passage money", which goes to the running and governance of the Order. There is also a yearly financial obligation, though I am unsure as to how much it is.
That's probably more than a few sentences, hey :) I hope I could address what you were asking.