Flashes are extremely important tools specially when shooting indoors. They are not just for professionals. Anyone can take advantage of external flashes. They provide an extraordinary cost/benefit value.
This page is barely scratches the surface of flash photography. There is a lot to learn an experiment. If you have more interest you can start by looking at this great intro by B&H.
This is the flash built into your camera. Avoid it as much as possible. Use it when there is very little light and you still must document an event. The built-in flashes produce poor quality results because they provide direct light on the subject.
In-camera Flash throws light from the same direction as the shot is being taken thus throwing the shadows exactly behind the subjects. The camera sees no shadows and hence the subject appears not real but a cardboard cutout.
An external flash that you can mount on the camera. The key here is that you can control the direction, quantity and often the quality of light. These flashes typically throw a lot more light, generally are powered by 4-AA batteries which run out relatively quickly.
You typically never point the on-camera flash at your subject. You typically bounce the light off of the ceiling, walls, soft-boxes or umbrellas. Bounced light creates soft, natural-looking light that dramatically improves your exposure.
For even more control on the direction of light you can take an external flash and instead of mounting it on your camera - you put it at a desired location and control it via wireless signals. You can also use multiple off-camera flashes.
Other lights and Studio photography
There are many other types of strobes, continuous lighting, soft boxes, reflectors, umbrellas, gels and other devices available. There is no end to how much you can explore. It is almost a whole other discipline.