Some examples:
SELECT * FROM blog WHERE author_id IN (1, 7, 8, 10)
SELECT * FROM orders WHERE value > 1000
You know that the range access method is used when EXPLAIN shows type=range.
Naturally, there has to be an index on the column used by the range predicate. Since indexes are ordered, MySQL will, for each interval, dive down the index using the interval start value and read it's way through the index leaves until it reaches the interval end value: