Clickers are a bridge or secondary reinforcer, basically you don't speak bird and your bird doesn't speak english (mostly!), so the click can help let your bird know it has done the right thing at the right time and makes training much faster.

Parrot Life® Tip: Hold the clicker in your hand and use your little finger to click, then you can hold a few treats in your hand for quick repetitions and treat 'reloading'. It takes a little bit of practice to get co-ordination in your little finger, but once you have it you are away! In between repetitions drop your hand to your side so gravity helps to drop the next treat into you thumb and forefinger.