What Are They Stealing? The Faceless Men, Explained - A Song of Ice and Fire - Game of Thrones

It's the ultimate face-stealing assassin training ground for Arya Stark, but what are the Faceless Men actually doing when they wear people's faces? Is that magic? Why do they have so much weirwood in their House of Black and White? What is their agenda, with Arya or anything else? What does this have to do with House Bolton? And why are they collecting so much dragon stuff?