By checking the referer, the new webpage can see where the request originated.
In the most common situation this means that when a user clicks a link in a web browser, the browser sends a request to the server holding the destination webpage. The request includes the referer field, which says the last page the user was on (the one where he/she clicked the link).
If you enter the URL in the address box in a browser, it's different than if you click on a link in a page (even if the text is the same).
HTH.
Cheers,
Scott.