There are two types of piles which are commonly used in construction.

Replacement piles: These are piles which are put into holes dug or augured out of the earth. The concrete, or steel, simply replaces the earth which has been excavated. 

Displacement piles: These are precast or pre-formed piles which are driven into the ground by a huge piling hammer. These displace the earth they are driven through.

Reference: http://www.diydoctor.org.uk/projects/piling.htm