One of the rituals practiced on the day is called "Mamemaki". The head of the household takes roasted soybeans (Japan imports 96% of its soybeans, so these are likely to be from the USA or China) and throws some out the front door yelling "Oni wa soto!" (Demons out!) then tossing some back inside yelling "Fuku wa uchi!" (Happiness in!). The same is performed in each room of the house. The soybeans are called "fukumame" - happiness beans.
As I explained in last year's Setsubun post (for you new readers) the tradition is based on a an old story. In it, a demon or ogre, "oni" in Japanese, disguises himself as a human and goes to a widow's house. He uses a magic mallet to fashion a beautiful kimono and the woman decides to try and trick him getting him drunk and take both the kimono and the mallet from him. But the demon sees through this and reveals his true self to her. She is so frightened, she starts throwing soybeans at him and he runs away, taking his mallet and the kimono with him. You can also read about some of the other Setsubun traditions and events in that post along with pictures.
So Setsubun is all about casting out the demons at the end of Winter and inviting in the blessings of happiness and good fortune in the Spring.
Hopefully this tradition, or a form of it, will spread far and wide, and soon, a special prosecutor will show up at front door of the White House with a bag of roasted soybeans (one for each article of impeachment), and yell - all together now -