Different drains do different things
Drains remove blood, serum, lymph, and other fluids that accumulate in the wound bed after a procedure. If allowed to build, these fluids put pressure on the surgical site as well as adjacent organs, vessels, and nerves. The decreased perfusion delays healing; the increased pressure causes pain. In addition, a buildup of fluid serves as a breeding ground for bacteria.
Fluid can be removed from a wound using either a passive or active surgical drain. Passive drains rely on gravity to evacuate fluid, while active drains are attached to a vacuum device or wall suction. A surgeon chooses a drain that both fits the operative site and can handle the type and amount of drainage expected. For instance a T-tube is a fairly large passive drain that's typically placed during a cholecystectomy to accommodate the 200 – 500 ml of bile that's expected to accumulate in the early postop period.
The Penrose is another passive drain. But it's usually placed to manage much smaller amounts of drainage. That's good, because it's typically left open, meaning its free end, which protrudes a mere inch above the skin, isn't usually attached to a bag or pouch to collect the drainage. Instead, fluid from the wounds seeps out onto a gauze pad.
Active drains like the Jackson-Pratt (JP) and Hemovac always have a drainage collection reservoir attached. Drains that have some type of pouch are often called closed systems. Unlike the Penrose, which looks like a large limp straw, the tubing on a JP or Hemovac is a little stiffer so that it won't flatten under the pressure exerted by suction. The tips of these drains are fenestrated, meaning they have multiple holes to facilitate draining.
In any case, a drain may exit a wound through the suture line or from a small opening near the incision.