Explain Preprocessing

Hi,

I am confused about a c programming concept. It has to do with the #ifndef and the #define. I understand that #ifndef DEFINITION checks to see if there are any previous #define DEFINITIONs called. My question is, why is this useful? An example I have run across was written by a retired team member:

#ifndef __OPENCODE_H__
#define __OPENCODE_H__

the header file then proceeds to include a number of headers that make up opencode, and then ends the file with a #endif. Here is the whole header file:

#ifndef __OPENCODE_H__
#define __OPENCODE_H__
#ifndef __arm__
#include "../config/cbcconfig.h"
#endif
#include "opencode/common/depthlib.h"
#include "opencode/cbc/drive/drivelib.h"
#include "opencode/cbc/light/lightstart.h"
#include "opencode/cbc/sensor/sensorlib.h"
#include "opencode/cbc/sensor/link_depth.h"
#include "opencode/cbc/servo/servolib.h"
#include "opencode/create/create_accel.h"
#include "opencode/create/create_config.h"
#include "opencode/create/create_drive.h"
#include "opencode/create/create_music.h"
#include "opencode/create/create_script.h"
#include "opencode/create/create_sensor.h"
#include "opencode/create/create_align.h"
#include "opencode/create/create_depth.h"
#endif

From what I can tell it has to do with something called preprocessing? Can someone explain to me importance (or unimportance) of defining __OPENCODE_H__ at all. I'd like to be able to intelligently write my own libs in the future (and teach others how to), and this seems important. Thanks.