A complex type allows you to map selected fields of a database table into a single type that is a child of the main type.

[ComplexType]
public class Address
{
    public string Street { get; set; }
    public string Street_2 { get; set; }
    public string City { get; set; }
    public string State { get; set; }
    public string ZipCode { get; set; }
}

This complex type can then be used in multiple entity types. It can even be used more than once in the same entity type.

public class Customer
{
    public int Id { get; set; }
    public string Name { get; set; }
    ...
    public Address ShippingAddress { get; set; }
    public Address BillingAddress { get; set; }
}

This entity type would then be stored in a table in the database that would look something like this.

Of course, in this case, a 1:n association (Customer-Address) would be the preferred model, but the example shows how complex types can be used.