:: is basically a namespace resolution operator. It allows you to access items in modules, or class-level items in classes. For example, say you had this setup:

module SomeModule
    module InnerModule
        class MyClass
            CONSTANT = 4
        end
    end
end
You could access CONSTANT from outside the module as SomeModule::InnerModule::MyClass::CONSTANT.

It doesn't affect instance methods defined on a class, since you access those with a different syntax (the dot .).

Relevant note: If you want to go back to the top-level namespace, do this: ::SomeModule –