Note: I'm cannot help you with that, because I've never used that library.
Now replying to your questions:
Q: Why do i need this library?
That library helps users to work with GIFs. You can still do it without that library, but you had to program functions that know how to handle GIF files, which requires knowledge on how that files work (like protocols for saving and loading that type of file).
You can program it yourself, or, you can use that library that provides you what you want without programming what could be a pain in the ass. You can use other people's work without getting your ass red!
Q: W
hy doesn't it come with the software?
Since Processing is a programming language, you can do everything that you can imagine as a application. It happens that there's too many things that can be done with a programming language.
A library makes your work faster, because it already have some programmed functions. But, as you may imagine, there are few people that use, for example a GIF library, or a Image Processing Library, or a Hardware interface, etc. If Processing had all this, it would be a giant tool, occupying too many space in your hardrive for things you don't really need. In order to keep it clean, it only comes what it's really necessary, allowing the user to use librarys that can help them.
