Menu Links are used to include HTML pages and documentation in navigation menus, even when those pages normally would not be displayed because they exist outside the Navigation parameters being used by the template or HTML page.
For example, if each department in a corporation has its own portion of the website that displays only pages within their own dotCMS department folders, then it would be difficult for all of the departments to have a common navigation link to a shared page without significant HTML page duplication or a manipulation of the dynamic code that builds the navigation for each department. Menu Links are an easy way to allow all departments to point to a page which needs to be a part of each department's navigation.