When you request a web page be brought back to your browser, you're not just bringing back the web page. You're also bringing back something called a HTTP HEADER. This is some extra information, such as type of programme making the request, date requested, should it be displayed as a HTML document, how long the document is, and a lot more besides.
One of the things HTTP HEADER also does is to give status information. This could be whether the page was found (404 errors), and the location of the document. If you want to redirect your users to another page, here's an example:
Note how the header code goes before any HTML. If you put header code after the HTML, you'll get an error along the lines of "Cannot modify header information."