The King James Old Testament refers to the Urim and Thummim in only seven passages. The first place it is mentioned is in the book of Exodus in relation to the unique and special clothing worn by the High Priest of Israel.
And you shall put in the breastplate of judgment the Urim (Hebrew: uriym, Strong's Concordance #H224 which literally means "lights") and the Thummim (Hebrew: tummiym, Strong's Concordance #H8550 which literally means "perfections" or emblem of truth). And they shall be upon Aaron's heart, when he goes in before the Lord. And Aaron shall bear the judgment of the children of Israel . . . (Exodus 28:30, HBFV).
The other places in the Bible the Urim and Thummim are directly referenced are Leviticus 8:8, Numbers 27:21, Deuteronomy 33:8, 1Samuel 28:6, Ezra 2:63 and Nehemiah 7:65.
God commanded that Israel's High Priest wear, when performing his priestly duties, an ephod. This was a sacred vestment made skillfully from threads of gold, purple, blue, scarlet and "fine twined linen" (Exodus 28:4 - 6). Placed on each shoulder of the Ephod was an onyx stone engraved with six of the names of Israel's tribes (to represent, in total, the twelve tribes of Israel) listed according to their order of birth (verse 10).
Attached to the Ephod, via chains of gold, was a breastplate (also referred to as the "breastplate of judgment" in Exodus 28:30) which had embedded in it precious stones arranged in four rows with three stones in each row.
Each stone was put in a setting of gold and each had one of the names of the tribes of Israel engraved upon it. The Bible does not directly state which tribe was engraved on each stone. However, the first century historian Josephus states the stones were labeled according to the birth order of Israel's male children (Antiquities of the Jews, Book 3, Chapter 7, Section 5).
The Urim and Thummim were stored in a pouch, sewn into the breastplate, which was placed directly over the priest's heart. They were put in this location to be a memorial before the Lord (Exodus 28:29). The Urim and Thummim were one of the main ways God conveyed his will to Israel (the others being dreams and prophets, see 1Samuel 28:6).
Interestingly, Scripture is silent regarding whether or not they were made, what they looked like and so on. It is suggested, however, that since the word Urim means "lights" in Hebrew that these objects may have been stones able to reflect light or allow it to shine through them.
For all practical purposes, these objects functioned something like lots which were sometimes cast in order to render a decision. Josephus, who lived from 37 to about 100 A.D., implies in his writings that the Urim and Thummim, used to solicit the Eternal's will, ceased to function two hundred years prior to his writings due to the breaking of God's laws (Antiquities of the Jews, Book 3, Chapter 8, Section 9).