It mainly applies to changing entities display/print order like SBF's. Say you have two red SBF's on the same layer, but one has a border on it and you want that one to display/print on top, you can Move To Front, and picking it will bring it to the top of everything on that layer. It takes a little playing with to get things just right as the display/print order of this can be a little tricky.
Check out
this post for a idea on how Datacad picks what order things display/print.
Strange how things sometimes come up here. This is the second time today referring to that old post. Hmmmmm the weather of change is nearing right Dave?