Welcome to the RStudio Community, @andyb!
This is used to create the "infrastructure" for you to create and edit your vignettes.
The devtools help file describes its purpose as:
Builds package vignettes using the same algorithm that R CMD build does.
Basically, this creates the vignette files as they would be created when the package as built for CRAN so that they can be read online. The files that are built are based on what is stored in the vignettes/ directory.
This is particularly useful if you are creating your own package website. The docs/ folder can be used as a basis to create a website using GitHub pages.
The docs/index.html file should reflect one of several files in a package, either index.Rmd or README.Rmd (there are a couple of other options, but these are the most common).
The "Get Started" article is based on the vignette that is named the same as your package. All the other articles you see on a pkgdown website are built from the other vignettes based on what is stored in the vignettes/ directory.
Can you link to the package?