How to use the wings on a tampon?

I mean, I know it's not that difficult but I'd like to be sure I'm doing it right.. You just peel of the adhesive and then fold them under and stick them to the backside of your undies, right? But what is the point of them? They provide another layer or protection if it leaked through the pad and underwear? I don't understand why they're so important. Help...>?