Mirror sites are simply duplicates of the principal ones. They exist to share the load more evenly across connections.
For example, you might want to download something from a US site but, when you go to that site, you're offered the choice of downloading from a mirror site in, say, France. Both sites have exactly the same file available but the closer site might provide a faster download.
In other cases your request for a file might be automatically redirected to a mirror site, either because the main server recognises your location and connects you to a closer server or simply because the main server is already very busy.
Chris