It's often used in conjunction with other words to indicate a direction or location.
Here are some examples:
* Au revoir: Goodbye (literally "to the seeing again")
* Au début: At the beginning
* Au téléphone: On the phone
* Au magasin: To the store
* Au revoir: Goodbye
Note: "Au" is a contraction of the preposition "à" (to) and the definite article "le" (the).