They can be unlocked at the Expeditions Facility and let you explore areas outside of Hope County.
You can complete the same Expedition multiple times but be careful - the next attempt will be more challenging.
The higher the difficulty, the better the rewards - just make sure you bring the right weapons and companions!
You can unlock additional benefits by upgrading the Expeditions Facility - including Fast Travel and Air Drops to various locations.
Let us know if you have any questions!