The main application window serves as a container to hold the feature windows that you will work with (in most cases). The Window menu option allows you to reorganize the open function windows within the application window, to either Cascade or Tile the windows.
Note that if you close the main application window it will close all of the feature windows.
Normally the majority of the windows will open within the confines of the main application window. This keeps some control over the many windows that can be open. However, in some cases, you may want the ability to move the various windows to different locations on your screen. This is particularly useful if you have dual monitors – you can “park” some windows off on a side screen. To enable this feature you should close all windows except the main one, and un-check the MDI Enabled option in the Window menu.