Event queue management.
It's extremely common--often required--that an app deal with SDL's event queue. Almost all useful information about interactions with the real world flow through here: the user interacting with the computer and app, hardware coming and going, the system changing in some way, etc.
An app generally takes a moment, perhaps at the start of a new frame, to examine any events that have occured since the last time and process or ignore them. This is generally done by calling SDL_PollEvent() in a loop until it returns false (or, if using the main callbacks, events are provided one at a time in calls to SDL_AppEvent() before the next call to SDL_AppIterate(); in this scenario, the app does not call SDL_PollEvent() at all).
There is other forms of control, too: SDL_PeepEvents() has more functionality at the cost of more complexity, and SDL_WaitEvents() can block the process until something interesting happens, which might be beneficial for certain types of programs on low-power hardware. One may also call SDL_AddEventWatch() to set a callback when new events arrive.
The app is free to generate their own events, too: SDL_PushEvent allows the app to put events onto the queue for later retrieval; SDL_RegisterEvents can guarantee that these events have a type that isn't in use by other parts of the system.