The Holy Mysteries, as they are also called, are the means by which the Christian is united with God, allowing us to become partakers of H is divine nature (see II Peter 1: 4).
God communicates Himself to us through the Sacraments, physically making His divine presence known in a real and tangible way. The Holy Mysteries make visible the invisible divine activity of the Holy Spirit.
In the Old Roman Catholic Church we recognize seven Sacraments: Baptism, Chrismation (Confirmation), the Eucharist, Anointing or Unction of the Sick, Confession, Marriage and Holy Orders. Each of the Sacraments require a certain amount of preparation in the Church's life. We generally do not administer the Sacraments to non-members of the Church since they signify our unity of faith in the One, Holy, Catholic and Apostolic Church. Baptism is an exception because it is the mystery uniting the Christian to Christ; Baptism brings one from the place of a catechumen (one preparing for Baptism) to being a full member of the Body of Christ, the Church.
The Sacraments are the spiritual vehicles that we need during our earthly life so we can get to Heaven and be united with the Holy Trinity forever.