Sexual enhancement supplements work through a variety of different mechanisims. But typically two types are the most effective. The first type works through vaso-dilation. This term, Vasodilation, refers to the "relaxing" or expansion of the blood vessels to allow more blood flow through your body. This leads, natually, to more blood flow to the sexual organs as well.
The second type of sex enhancment supplement focuses on the increase of testosterone in the blood. Testosterone is a hormone that is responsible for male characteristics in animals and as such, can promote a heightened sexual appetite. This is also called a high libido or "MoJo".