Each gene is a code for making a certain protein. Proteins are the building blocks of cells. Having different versions of proteins means that we end up with different characteristics.
Some proteins are structural proteins. They're part of things like skin, hair, blood and the cytoplasm in our cells. E.g. collagen is a structural protein that is found in tendons, bones and cartilage.
Other proteins are functional proteins. For example, enzymes are proteins that help with digestion by breaking down food molecules - amylase is a digestive enzyme that breaks down starch to maltose.