Die() is used to display a message and exits the current script.
I have given you an example:
In this we try to open a file. Suppose if that file does not exist,Then you might get an error like this \"fopen(R4R Welcome.txt) [function.fopen]: failed to open stream: No such file or directory in C:\\PHPWelcome.php on line 2\".
Now, we can handle this error with a die(\"File does not exist\") statement.
So, if file does not exist then you might get an error like this, \"File does not exist\" which is much more easier to understand than the earlier code.