A DHA is shorthand for Drill Head Assembly. Put simply a DHA is a a water feed for a sintered core drill
A sintered core drill has a very soft metal tip on it and if it binds up in the piece you're drilling, you run a very high risk of ripping that tip off the drill. To try and prevent this from happening, sintered core drills screw mount into a DHA that then chucks into your drill press.
A water line runs from a submersible pump in a bucket of water to the shut off valve on the DHA. When you begin drilling, you turn on the submersible pump and then open the water valve on the DHA. Water will begin to flow through the center of your sintered core drill and you are ready to start drilling.
The constant flow of water through the center of the core drills helps flush the ground glass and debris away from the core you are drilling and thus reduces the chances of the drill "binding" in the glass.
Please be aware that you need to use a submersible pump with the DHA as a household water line has too much pressure on it and will blow the seals (remember, there is a difference between volume and pressure- simply turning down the volume on the water line will not affect pressure).