It allows you to run programs by typing in commands or by browsing through the folders on your computer to find the programs you want to start. You can start any program you want on your computer that way, although it is easier to start them off a menu. However, people with more knowledge of computers can use Run to do some more technical things and fix problems on computers.
Most computers now use Windows and people start programs by using the mouse and menus. Before Windows, people would start programs by typing in commands. That can still be done now on any computer and using Run is one way of doing that. You do need to know what you are doing in order to do it properly, so if you don't it is best to use the computer in the way you know how to. Later you may learn how to use Run properly.
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