It allows you to stream content on the Samsung to other devices that support DLNA. It allows you to play content from other DLNA device on the Samsung. It allows you to stream content on one DLNA device to another DLNA device using the Samsung.
The KEY is that all devices involved must support DLNA. Windows Media player does, so if it is open on your PC you should be able to play music from it on your Samsung, or vice-versa. I have a TV with DLNA, and can send audio and video content from my Samsung to the TV. I have a A/V receiver with DLNA and can send audio from the Samsung to that receiver. I can also control the music on my PC so it plays on that TV or receiver. Everything must support DLNA though. All must be on your same network.