How does GPG agent work?

I have a line in my gpg.conf file which says use-agent. I understand this refers to gpg-agent which is a daemon. The man page states "gpg-agent is a daemon to manage secret (private) keys independently from any protocol. It is used as a backend for gpg and gpgsm as well as for a couple of other utilities." Can anybody explain what this means in the context of gpg? What is the point of gpg-agent? I have GPG 1.4 at present. 1. How can I tell whether the agent is running? I'm actually not even clear on whether gpg-agent is installed with the basic GPG 1.4 package. 2. How can I start it, if it is not running? 3. How can I stop it, if it is running?