DJ Controllers are a type of MIDI controller. Unlike synthesizers or drum machines that have their own onboard sound engine, all DJ MIDI controllers rely on a computer (with appropriate DJ software) to generate sound, and therefore cannot be used 'stand-alone'. Most DJ Controllers include, and are designed to be used in conjunction with, a particular type of DJ software. For example, Native Instruments controllers are designed to work with Traktor Pro software.
When plugged into the computer via a USB connection, many DJ controllers are recognized as a USB audio interface - allowing for high-quality sound reproduction and recording. Learning to DJ with a good quality DJ Controller is a great entry-point into the world of DJ'ing!