You don’t have to use iTunes on your desktop machine, but if you do, you can log in to buy apps, songs, movies, and so on. If you use a desktop macine, you can backup your iPad to it, and so on. I use my desktop machine to store all my iTunes songs movies, and TV shows. The reason is that I have got too many to put on my iPad at one time so I need somewhere to store them.
It is possible to store all of your music, TV shows, and movies in the cloud and download them when you want to watch them. I started collecting my TV shows, movies, and songs before we had storage in the cloud so I have several gigabytes worth of entertainment.
This movie shows you how to sign in to the iTunes store for the first time.