Doge and burning are originally applied to photograph in order to manipulate the exposure areas (reference: Wikipedia)
The dodging tool makes an area lighter. You can use the dodging tool to highlight the reflection or the bright side of an object. The burn tool, on the other hand, makes an area goes darker. You can use it to create shadows.
Both the dodge and burn tools make it easier to create dimensions in your drawings without mixing new colors.
Using the dodge tool and the burn tool is just like using other brushes. Please note you can’t reverse the lighten/or the darken colors, but you can always undo/redo the changes.