You run a website that is simple enough it doesn't require a database. But your site features certain pages to which you'd like to limit access. Most of the time, that implies using a database to store passwords and usernames. There is an easier way, however. It's less secure, but it involves a lot less coding.
They step you through the process - creating the form, making the PHP page for it to submit to, checking the password (including a bit on encryption), and validating the user's entry against it.