Redirector does what it says on the tin and redirects the user to another page. I mostly use this when coming back from filling a form in, so that the user is then redirected to another page. In admin systems, this is usually a list page. On front end websites, this is usually a thank you page. Though for log-in forms, I tend to try and return the user to where they were going!
He illustrates with a few code examples - a simple redirect from inside the controller using the "goToRoute" and "goToSimple" methods as well as "goToUrl" and the ability to set the HTTP response code with the "setCode" method. Check out the comments for more details from Matthew Weier O'Phinney on the internals of the Redirector helper.