Screen is a program that allows you to run multiple virtual windows or screens within one terminal login session. Why does this matter? It can be a PITA running multiple PuTTY windows open on your machine while you remote into your Linux computer. Screen eliminates the need for you to run multiple windows – instead you can just run screen.
A benefit more important to me is being able to run programs on your remote computer without needing to keep the ssh session window active. Why get a remote Raspberry Pi to run something if it means your home computer also needs to be running? With Screen you can run programs and then logout of your SSH session without having to shut down your program.