Nomads are immigrants into your town from foreign lands. In order for nomads to be able to immigrate into a town, the town must have a Town Hall. Periodically, nomads will request citizenship. You may accept or reject a group of nomads via the Nomads tab in the Town Hall's menu. They most likely come in happy, uneducated, without tools and with fair or ragged clothing.
The number of nomads in a group increases with the number of citizens in your town. If one group of nomads is denied citizenship, the next group tends to have a smaller number, however, this is not always the case.
Be careful when accepting nomads into your village, as your food production may not be enough for the new villagers. Also be sure to have sufficient housing, preferably a boarding house. The boarding house will keep the nomads in warmth while you build new housing for the new occupants.