You use the choke tube which is appropriate to the use of the shotgun.
Choke tubes are short sections of tube which screws into the muzzle end of the shotgun barrel. Different tubes hve different amounts of constriction (full, modified, improved, cylinder bore, etc). The tighter the constriction, the more the shot column is kept together and thus the more dense the shot column. This keeps the column together longer as it flies down range and thus will put more pellets into the target. Tighter shot column also means that the pattern doesn't spread out as much and thus it's harder to hit a given target.
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