The only activity humans have to do continuously is breathe. Mostly we breathe without thinking. It is an unusual system in the human body because it is controlled both voluntarily and involuntarily. We can volunteer to stop breathing but when we do so, we pass out and start involuntarily breathing again.
What is also interesting is that voluntary control of breath can very much change how we feel. For example, taking a deep breath can calm us down. Hyperventilating reduces CO2 in the blood and causes lightheadedness.
Pranyama, the yoga breath control techniques can radically alter our state of consciousness. These techniques help bring the practitioner to the desired state but most frequently are used to assist the meditation process.
From alternate nostril breathing and cooling breath to simple slow inhales matching exhales and square breath, there are hundreds of breathing exercises. (More will be demonstrated on this site soon.)
Once we have achieved a calm state through breath control we are ready to start the meditative process with Pratyahara.