A dyke is a band of very hard volcanic rock that has cut through many other rock layers. It often stands up in the landscape as a ridge.
It was formed by the pressure of magma in a magma chamber cracking open the rock above it and then sending magma (lava) into the crack. If the crack reached the surface it produced a volcano. Most often the cracks did not reach the surface. The reason we see them today is because the land has worn down since the ancient times when the rock was molten. Effectively we are looking at a place that was once deep underground.
Dykes are most spectacular along the coast, where they stand out to sea looking for all the world like groynes. The Isle of Arran, SW Scotland, has some of the best examples.