Programs have several functions. The main one is to play against the computer at different levels of difficulty, and sometimes shows how the computer analyses the position and whos winning. Some programs have databases or puzzles such as endgame puzzles, or games from grandmasters. If youre lucky you may find a software that can analyse your games, and tell you where you went wrong.
Playing Programs & Engines

I'm not sure if this is what you meant by "in conjunction with chess.com" but using programs to aid in your chess.com games is forbidden.
Without sounding like a total idiot here, I've just discovered these downloadable programs on this site, and I'm not really sure what they are or what they are for. Can someone explain in general what they are, how they can help, and which is the best (free) one to start off with?
I appreciate any input. Thanks.
tarantino_junkie101