Purge units are typically used to remove air and other non-condensable materials from refrigeration systems. It separates the materials from the refrigerant before the materials (which is mostly air) are vented out and the refrigerant is returned to the chiller.
When air or other non-condensable materials are present, the purge unit will pump them out. This allows you to detect any leaks as well, since the pump out time depends on the presence of leaks. A chiller with no leaks will have almost no pump out time while one with a large leak may have to pump out constantly.