I came across them, but I have yet to see why I should use them. Could someone explain it?
It is comfortably to use in closures, when you need not name for this function. I. e. this way:
var myFunc : Function = function() : void {trace("Hello world!");}
doSomething(myFunc);
or this:
button.addEventListener(MouseEvent.CLICK,
function(e : MouseEvent) : void
{
// doSomething
});
You do not have to use them, but you may if it is easier.