i.e. ie someone clicks from Facebook, that data gets passed over.
This enables web analytics to track referrals. Appending extra data to click URLs, like UTM sources, can also provider further detail, such as the link, or ad clicked.
Sometimes this data can be cleared out by browsers. Or if someone is swapping apps to click a link, this can remove the referrer data. Which is where UTM parameters can help. But also why more and more traffic is marked as direct.