What are QFN sockets for?
What they are referring to is programming programmable parts, like microcontrollers and EPROMs, before the chip is mounted to the board.  In these cases, the board doesn't include a means to programming the part or providing access to the programming lines.

You can use these sockets any way you like, but a over $100 each, it won't take many to make a hot air soldering station the cheaper alternative.  Then you can solder your own QFN and won't need sockets at all.