If you do any electronics work–especially digital signal processing–you probably know that any signal can be decomposed into a bunch of sine waves. Conversely, you can generate any signal by adding up a bunch of sine waves. For example, consider a square wave. A square wave of frequency F can be made with a sine wave of frequency F along with all of its odd harmonics (that is, 3F, 5F, 7F, etc.). Of course, to get a perfect square wave, you need an infinite number of odd harmonics, but in practice only a few will do the job.
Like a lot of abstract concepts, it is easy to understand the basic premise and you could look up any of the mathematical algorithms that can take a signal and perform a Fourier transform on it. But can you visualize why the transform works the way it does? If you can’t (or even if you can), you should check out [Mehmet’s] MATLAB visualization of harmonic circles. If you don’t have MATLAB yourself, you can always check out the video (see below).