Summarized, it's the way most webmasters use now to propagate their last infos "published" on their site(s)/forums/databases.
Last 10 post topic/titles or, 15 last added products e.g. are exported (data speaking) into some XML file. This file is then "linked" (various ways) to other sites. These sites parse the file each time you load the page containing the 'distant view" of the infos.
That's a RSS feeding.
Like displaying 20 lasts topic/posts from simplyMaya, but directly on my site for example. Once the link's done, that's it.
Hope I'm clear enough dude