This is how the Catechism of the Catholic Church defines sacramentals:
Sacramentals are sacred signs instituted by the Church. They prepare men to receive the fruit of the sacraments and sanctify different circumstances of life.
Contrast that with the Catechism's definition of the sacraments:
The sacraments are efficacious signs of grace, instituted by Christ and entrusted to the Church, by which divine life is dispensed to us.
Whereas the sacraments (Baptism, Confession, the Eucharist, etc.) are given to us directly by Christ to transmit his divine life to us, sacramentals are given to us by the Church (by Christ's authority) to help make the grace of the sacraments more fruitful in our lives. We can't triumph in spiritual warfare without God's constant aid, and sacramentals, received with faith, help us accept that divine assistance.