You have two types of languages: compiled and interpreted.
Compiled means that you get an executable file from your code. C, C++, ASM, Pascal/Delphi...
Interpreted, or scripted, is read by the "engine" without the creation of another file. Perl, Python, Ruby,,,
What is the use of each one? Whichever you want it to be. Compiled ones are often faster.. Scripted are often easier and more usable for quick tasks.