From the Halo 2 Manual (Human Version): Like the Brutes, Drones appear to be new additions to Covenant fighting forces and are being deployed en masse. Apparently insectoid in origin, in addition to maintaining Covenant spaceships, they have a limited ability to fly and are excellent shots. Highly intelligent, their mastery of antigravity flight assistance has given them an almost insurmountable strategic advantage in combat.
From the Halo 2 Manual (Covenant Version): Suited for flight and fighting in this planet's gravity, the Yanme'e [Drones] will be a valuable inclusion to our forces. The Humans are unused to fighting aerial infantry. The Yanme'e will use their ability to fly to gain ground and provide accurate cover fire for other troops.
The Covenant have a new ally on their side -- the buzzing, erratically-flying Drone. While some consider the Drone, known as Yanme'e to the Covenant, to be a spoiler for Halo 2, the character has made appearances on Bungie.net and the official Halo2.com promotional site. Drones have the ability to fly, snipe, and generally annoy UNSC Marines (who refer to them as "buggers".) It's best to take Drones down quickly, to prevent being shot from above while waiting for Master Chief's shields to recharge.