The CPU responds to this signal by interrupting what it is doing, reading the key that you pressed, processing it, and then returning to the task it was performing before you pressed the key. The CPU is built so that when that wire is turned on, it saves enough information about what it is currently doing so that it can return to the same state later. This information consists of the contents of important internal registers such as the program counter. Then the CPU jumps to some predetermined memory location and begins executing the instructions stored there. Those instructions make up an interrupt handler that does the processing necessary to respond to the interrupt.
Interrupts allow the CPU to deal with asynchronous events .
As another example of how interrupts are used, consider what happens when the CPU needs to access data that is stored on the hard disk. The CPU can only access data directly if it is in main memory. Data on the disk has to be copied into memory before it can be accessed. Unfortunately, on the scale of speed at which the CPU operates, the disk drive is extremely slow. When the CPU needs data from the disk, it sends a signal to the disk drive telling it to locate the data and get it ready.