Sieve is for server side email filtering.
The possible uses are too numerous to describe in forum post, so I will give you one example and you can extrapolate from that.
example:
You subscribe to a busy email list that makes your inbox hard to use becuase it’s always full. You make a folder for the email from the list. Then you configire a Sieve rule to move the list emails into the folder. Now you can use tour inbox again and easily find all of your list emails in their folder as they arrive.
I don’t recall the location of a particular tutorial siye that I rather liked and while I haven’t read through this one to have an opinion of it, I don’t want to leave you without any additional resource.