As said its to expand the measurement range of the adc.
A digital adc value of zero would be an analog input voltage equal to the voltage applied to the ref-, and a maximum adc value 1024 for 10 bit would be obtained from an analog input voltage equal to the voltage applied to the ref+ pin.
The idea is so that you can measure accross a span of voltages rather than just from zero to 5v or whatever, usefull if you were say measuring a 12v accumulator where the voltage would only normally vary from 12 to 14v, the reolution would be much better than measuring from zero to 14v.