They need links to take them to related pages or to follow a particular train of thought. Until they know the overall structure of a document and some of its content, guidance from the author is helpful. When a reader finishes with a page, what to read next is not as clear in a linked document as it is with a paper document where you just turn the page. For example, each of the five divisions of a company, or a list of options to pursue.
Tours are a sequence of pages that are related when following a linear train of thought.
Pages can be on any number of tours. Tours can be implemented in HTML with links in sidebars, or with Frames. This web site uses tours in the Sample section.