The Urim and Thummim are rather mysterious objects. The Bible does not specifically describe them. Even their names—possibly, Urim, "light" and Thummim, "perfection"—give scholars scarcely a clue to their form and function. Exodus 28:30 says that the Urim and Thummim were placed in a breastplate that Aaron, the high priest, wore. One of the functions of this breastplate was to reveal God's judgment, an account of which Moses records in Numbers 27:21. In this case, the Urim revealed what God wanted Israel to do. Saul and David probably consulted the Urim and Thummim through the high priest (I Samuel 14:36-37; 23:2-4; etc.). Biblical use of the Urim and Thummim is not specifically mentioned after the reign of David.
Josephus, a well-known Jewish historian from the first century AD, wrote about the Urim and Thummim in his Antiquities of the Jews. The Thummim, he writes, were twelve stones which were set in three rows of four stones in the breastplate (3.7.5). He describes the Urim as being two sardonyx stones that were placed on the shoulders of the high priest (3.8.9). When God wished to guide the Israelites, He often did so by means of these stones. Josephus states, ". . . God declared beforehand, by those twelve stones which the high priest bare on his breast, and which were inserted into his breastplate, when they should be victorious in battle; for so great a splendor shone forth from them before the army began to march, that all the people were sensible of God's being present for their assistance" (¶216-217).
These few details from historical tradition plus the brief mention in the Bible is all the information presently available on this subject.