This is to connect to a wireless network that exists in the range, but does not broadcast the SSID (name of their wifi network).

It will ask for an SSID and tries to attach to the provided SSID.

When configuring a wifi network, you have the option to broadcast or hide SSID. Since most people just broadcast, which is the default for most routers, their networks shows up in the list. Some advanced users hide their SSID as an additional step to secure their wifi network.