HSLayers.Control is a namespace for map controls, derived from OpenLayers.Control, but being distributed along with HSLayers source code. They are usually adding some additional functionality to the map.
To work with them is usually the same, as with other OpenLayer.Controls, you have to create it and add to he map. Usually, target div has to be specified:
var layerswitcher = new HSLayers.Control.LayerSwitcher({div: 'layerswitcher'});
Let’s have a look at some controls more detaily.