From what I've read it's used to fix bugs in the CPU without modifying the BIOS. From my basic knowledge of Assembly I know that assembly instructions are split into microcodes internally by the CPU and executed accordingly. But intel somehow gives access to make some updates while the system is up and running.
Anyone has more info on them? Is there any documentation regarding what can it be done with microcodes and how can they be used?
EDIT: I've read the wikipedia article: didn't figure out how can I write some on my own, and what uses it would have.
Answer
In older times, microcode was heavily used in CPU: every single instruction was split into microcode. This enabled relatively complex instruction sets in modest CPU (consider that a Motorola 68000, with its many operand modes and eight 32-bit registers, fits in 40000 transistors, whereas a single-core modern x86 will have more than a hundred millions). This is not true anymore. For performance reasons, most instructions are now "hardwired": their interpretation is performed by inflexible circuitry, outside of any microcode.
In a recent x86, it is plausible that some complex instructions such as fsin (which computes the sine function on a floating point value) are implemented with microcode, but simple instructions (including integer multiplication with imul) are not. This limits what can be achieved with custom microcode.
That being said, microcode format is not only very specific to the specific processor model (e.g. microcode for a Pentium III and a Pentium IV cannot be freely exchanged with eachother -- and, of course, using Intel microcode for an AMD processor is out of the question), but it is also a severely protected secret. Intel has published the method by which an operating system or a motherboard BIOS may update the microcode (it must be done after each hard reset; the update is kept in volatile RAM) but the microcode contents are undocumented. The Intel® 64 and IA-32 Architectures Software Developer’s Manual (volume 3a) describes the update procedure (section 9.11 "microcode update facilities") but states that the actual microcode is "encrypted" and clock-full of checksums. The wording is vague enough that just about any kind of cryptographic protection may be hidden, but the bottom-line is that it is not currently possible, for people other than Intel, to write and try some custom microcode.
If the "encryption" does not include a digital (asymmetric) signature and/or if the people at Intel botched the protection system somehow, then it may be conceivable that some remarkable reverse-engineering effort could potentially enable one to produce such microcode, but, given the probably limited applicability (since most instructions are hardwired), chances are that this would not buy much, as far as programming power is concerned.