What are press-fit pins used for?
Yes, they eliminate soldering. The corners of the pins bite into the walls of the plated-through holes with enough pressure to create a reliable gas-tight connection.

There are some PCBs on which the only through-hole devices are connectors and sockets (the rest are SMD, which are reflow soldered), so using press-fit versions of both eliminates an entire soldering step, which saves money in the overall process. Plus, they allow connectors to be on both sides of the board.