They can also be acquired via conquest, however, or after your civilization develops its interest in ancient Artifacts and starts digging them up from the ruins of the past. Great Works are the exceptional creations of Great People. Unlike normal Culture, which consists of base-level events such as regular theater presentations, novel writing, or the occasional inauguration of a new Monument, the appearance of a Great Work is a very important event, contributing to the 'external' pressure your civilization exerts on the other civilizations, as represented by the Tourism stat.
They represent exceptional achievements of the culture of your civilization, capable of spreading its fame all over the globe. Great Works are a new feature introduced in the Brave New World expansion pack as part of the new Culture mechanics of the expansion.