The most popular case when people use this option is this:

1. They install wpForo in a subdomain for example forum.example.com

2. Then enable the "Turn WordPress to wpForo" option to remove /community/ slug and the forum URLs starts right after domain name, for example forum.example.com/news/

3. Then add Forum menu in the main menu of the main website example.com with forum.example.com/ URL.

This way allows you to have separate Forum. But this is good if you don't want to have registered users in main site so all registration and discussions are going in separate WordPress installation under forum.example.com subdomain.