Often you have a case where you want to allow access to your website (eg: an e-commerce website but it can be any kind of website) to everybody but it would be inconvenient to give them an access to your ERP system.
This is where you can use web_user: it gives you the tools to register and authenticate users in your website (presumably using something like the Flask Tryton Module).
So in our webshop example, your website user would be registered using the web_user module, they would be linked to a party and thus when this user shops you can create a sale for its connected party.
If you want to give an external access to your system’s users than you might want to try the javascript client: sao.