What is the main purpose of workbench?

It allows all of your database connections and data pulling to be done on your local network rather than having Domo do it directly via the web UI. Some companies like this so there's only one point of ingestion into Domo instead of opening access to all of their local databases from a security standpoint.

Here's some additional documentation (it's old and talking about version 3 but the concepts are the same)

https://dojo.domo.com/t5/Workbench/What-is-DOMO-Workbench/m-p/1391

https://dojo.domo.com/t5/Domo-Dojo-8482-Documentation/Using-Workbench-to-upload-data/ta-p/1053

EDIT: Here's also a link to the Workbench 5 Knowledge Base documentation as well: https://knowledge.domo.com/Connect/Connecting_to_Data_Using_Workbench_5/13Workbench_5_FAQs