This is quite a vague question. What specifically are you asking?
In any case, you need some sort of question bank to start thinking of ways they can ask you questions. Otherwise, all the facts you learn in your pre-clinical years are random tidbits and not like the things you'll see on the real test.
It trains your brain to figure out the best way to approach questions. It trains your brain to hone in on important aspects of a paragraph long question. It presents to you diseases the way the exam will present it to you. It helps you compare and contrast similar diseases that you wouldn't have thought about otherwise. It helps you make connections about topics. It give you explanations about everything that you're cramming into your brain. It gives you an idea about your weaknesses and strengths. It lets you get used to doing ~40 questions at a time.