Redirects, as their name suggests, route people to another page on the site. They are useful for doing the following:
Redirects help keep the Wiki clean and organized by eliminating extraneous pages and helping people find the information they're looking for.
If you're creating a new redirect, start a new page (see Help:New_Article), write #REDIRECT [[pagename]] at the top of the page, where pagename is the name of the target page. When you save the page you will see the redirect pointing to the new page.