Script UI is Adobes way to build user interfaces via script. This is pretty useful. To have an own panel with a button to run one of your scripts. Unfortunately the different applications make different use of it. For example in After Effects it is possible to create a panel that integrates with the rest of the UI. This is the most handy usage of it. The other applications don't allow an integration like that. For something similar you have to use the Extension Builder.

The best resource to get you started is Peter Kahrels ingenious "Script UI for Dummies" Guide. This is always open on the side when I develop a UI. ;)
Another resource that I already mentioned on the InDesign DOM is jongwares Script Reference Guides. He not only extracted infos about InDesign. The script UI classes are also available as .chm files or to browse online. Take a look into it. Its huge. That's why I wont try to cover all topics here but sometimes I encounter tricks that are worth being written down. Just as "note to self"…