If you click the button, you'll be presented with a popup window that has two URLs that you can use to add products to a cart from any outside source (another website, blog post, online ad, email, etc.).
The first adds the item to their cart and takes them to the Shopping Cart page. This is best when you expect they might buy more stuff from you.
The second takes them directly to checkout. This is best when you really want to focus on that one product (such as selling a course directly from a webinar).