They are the Wednesday, Friday, and Saturday occurring four times per year: in the first week of Lent, in the octave of Pentecost, in the third week of September, and in the third week of Advent. An easy way to remember is: Lenty, Penty, Crucy, Lucy (Lent, Pentecost, Triumph of the Cross, and Feast of St. Lucy).
The Ember days are traditionally observed as days of fasting and abstinence (fasting and partial abstinence in the USA on Ember Wednesdays and Saturdays, with fast and complete abstinence on Ember Fridays).