CAPTCHAs (Completely Automated Public Turing test to tell Computers and Humans Apart) are generally used to prevent bots or programs from accessing some features of a website. For instance, in a blog, you may want to prevent bots from adding unsolicited and unrelated ads in the comments section. If you want your users to pay a membership fee to access your content, you might also want to prevent programs from aspiring this restricted content.
You have probably already seen a lot of CAPTCHAs, generally displayed as distorted text inside images. A well-known service is reCAPTCHA, whose verification form looks like the following image:
Unfortunately, since there are a lot of incentives to create Spam bots, no CAPTCHA system is perfect, but at least they make the bots' work more difficult.