Normally when you start a program from the command line the program runs in the current command line window. If the program uses a graphical interface then the command line window will be replaced by the programs graphical interface and will only return when you shut down the program. Even if the program runs in the command line window itself or doesn't require a window to run you will not be able to continue using the current command line window until the program finishes.
The start command changes all this by having the program that you are starting run in its own new session window allowing you to continue using the current window at the same time.
There are a number of parameters that you can use with the start command to further define how the program is to run.
This article written by Stephen Chapman, Felgall Pty Ltd.