Not really all that effective on mosquitos. More of a false comfort to the owners that hear other insects getting zapped and think mosquitos.
The ones I've seen have these ultra-violet lights which somehow attract the bugs, but I never gave much thought to how they work.
I remember visiting some other relatives in Louisiana, in a swampy area. I realized that nature provides built-in protections against mosquitoes down there: Dragonflies. We were sitting outside and there were dragonflies hovering close by, waiting for mosquitoes to come and bite us. Those dragonflies were like hungry watchdogs.