This is a feature that lets you log into your computer remotely. If you leave your PC at the office on when you go home you can work on it from there just like you were in the office.

The desktop of the computer you are connection to is displayed inside a window. If you choose Full Screen, the remote desktop appears to belong to the local computer. The only thing that reveals that it isn't is a small auto-hide box at the top of the screen that displays the IP address of the remote computer.