It's an RCBS priming die. Actually, die probably isn't the proper term since nothing is being resized. I'll refer to them as the item on the right and the item on the left in the top photo. The item on the right of the first photo goes in the slot for the shell holder on the press and the other part screws in where a die would normally be. They come with 2 rods; one for small and one for large primers. The rod goes through the hole in the item to the left and fits in the cup of the item on the right. Put a shell holder in the item on the left and you're ready to prime cases.
The advantage of them are two:
1. It's really easy to switch cartridges being primed.
2. There is a lot of mechanical advantage in the priming operation which makes seating primers in tight primer pockets very easy.
You should be able to get the rods from RCBS.
