What's the purpose of foreign key constraint are: in mysql?

The purpose of foreign key constraint are: A foreign key means "ensure the values in this column exist in another column"

For example

create table sales_orders (
  order_id int primary key,
  customer_id int,
  ...
);

If customer_id does not have a foreign key (to table customers), a user could enter a value that does not point to a real customer. But with a foreign key, the value in customer_id would have to point to a real customer.

A foreign key must point to a unique key or a primary key, and can point to another table or its own table.

A column with a foreign key can be null.

A foreign key can also span more than one column. It has to point to the same number of columns.

Also, you can join tables that do not have foreign keys between them!