It is used to help automate dialog boxes, window alerts, Authentication pop-ups, etc. Downloads is one of these.
From: http://toolsqa.com/selenium-webdriver/autoit-selenium-webdriver/
Web applications do not always confine themselves to working entirely on the web. Sometimes they need to interact with the desktop to do things like downloads & uploads. Automating these sorts of workflow is tricky in Selenium. Selenium is confined to automating browsers, so desktop windows are out of scope. If you are looking to automate workflows that go from browser to desktop and back in Selenium, then a little AutoIt is in order.
What is AutoIt
AutoIt v3 is a freeware BASIC-like scripting language designed for automating the Windows GUI and general scripting. It uses a combination of simulated keystrokes, mouse movement and window/control manipulation in order to automate tasks in a way not possible or reliable with other languages (e.g. VBScript and SendKeys). AutoIt is also very small, self-contained and will run on all versions of Windows out-of-the-box with no annoying “runtimes” required!
In layman’s term AutoIt is just another automation tool like Selenium but unlike Selenium it is used for Desktop Automation rather Web Automation. It is a powerful tool and it just not automate desktop windows, button & form, it automates mouse movements & keystrokes too. Just like Selenium IDE, it also gives you the recording capability which generates the scripts for you to use the same script in you test.