What is the redirect url used for?

Please excuse my dumb question since I haven't worked with APIs before. The Kite Connect documentation mentions "An api_key + api_secret pair is issued and you have to register a redirect url where a user is sent after the login flow", what is the redirect URL and what is its use here? I haven't received my api_key and api_secret since I am not sure what to set as my redirect url.

Also, can anyone please post some resources where I can read about how the connection between my terminal and Kite Connect authenticated and how the data is transferred? What terms should I google for? (Just searching for "redirect URL" didn't turn up any useful results)

Thanks!