Sacraments are efficatious signs---instituted by Christ and entrusted to the Church---by which God shares his life and holiness with us. The visible rites by which the sacraments are celebrated signify and make present the graces proper to each sacrament. Sacraments are effective because Christ himself is at work in them. (Catechism of the Catholic Church)
The physical signs (words, water, Chrism oil, bread and wine, for example) of the seven sacraments help us to understand through our senses the invisible graces we are receiving. Received worthily, sacraments give the grace they signify.