I see reference of ant a lot but I don\'t get exactly what its meant to do? from what i\'ve heard its supposed to compile your projects but can\'t i just do that by clicking Run
rogeriopvl is absolutely correct, but to answer your "can't I just do that by clicking Run->Run in Eclipse?" question: that's fine for a project that you're working on on your own, and don't need a repeatable, scriptable build in multiple environments.
If you're working on an open source project, however, or professional software which needs to be able to build on a build server etc, requiring a particular IDE to be running isn't a good idea.