In many normal English constructions, the conjunction "that" is often dropped. For example, "I know that he went yesterday" often becomes "I know he went yesterday." In Portuguese, the conjunction "that" (que) must always be expressed.

Sei que ela vem.
I know that she is coming.

Ricardo diz que irmão dele é rico.
Ricardo says that your brother is rich.

Que is also a relative pronoun in addition to being a conjunction and an interrogative. As such, it takes the English meanings "who", "whom", "which" and "that". It refers to either people or things and can be singular or plural,  masculine or feminine and can be used as either the subject or the object.

Eu desejo um carro que não seja caro.
I want a car that is not expensive.

Ele é o mesmo homem que veio a semana passada.
He is the same man who came last week.

Onde estão as garrafas que comprei no Rio de Janeiro?
Where are the bottles which I bought in Rio de Janeiro?