When a piece has nowhere to move, simply threaten to capture it. This one is often the cause of a desperado. So make sure when you trap a piece that can't move safely that it really can't move safely!
A famous opening trap involves trapping a bishop that has no retreat. It goes like this:
1. e4 e5 2. Nf3 Nc6 3. Bb5 a6 4. Ba4 Nf6 5. 0-0 Be7 6. Re1 b5 7. Bb3 d6 8. d4 exd4 9. Nxd4 Nxd4 10. Qxd4 c5 11. Qc3 c4.
As you can see, the White bishop has nowhere safe to move. The desperado 12. Bxc4 bxc4 13. Qxc4 doesn't give White enough for the piece.
This trap is so old it's affectionately referred to as the Noah's Ark trap. So if you fall for it, you're in good company.
No retreat means no forward moves as well. When the situation comes up, the piece in question simply has nowhere safe to move.
No retreat means a piece is all dressed up with nowhere to go. Any piece that has no safe moves is vulnerable to attack. Make sure your pieces have an emergency exit.
White to move. Where can the queen go safely?
Here is an example of a queen that has no retreat. She actually has lots of legal moves forward, backward, and sideways; it's just that each and every one of them will get her captured. That's no retreat.