What actually Dell Wireless 5530 Mobile Broadband and what it is use for?

It's a mobil connection.
It enables you to stay connected to the internet if you are on the way with your laptop.
This are the spec. from Dell for the UK Internal Dell Wireless
Stay connected while on the go with the Wireless 5530 3G/HSDPA Mobile Broadband Card from Dell. It uses WCDMA Technology that offers fast, wireless broadband speeds to help you achieve LAN-like mobility. It helps maximize your productivity while maintaining contact with clients, colleagues and family. Its high efficiency compact broadband design provides consistent throughput performance. Its GPS capability allows you to retrieve location data from GPS satellites, utilize GPS navigation and location-based applications. This product has been tested and validated on Dell systems. It is supported by Dell Technical Support when used with a Dell system.
Highlights
•WCDMA technology for quick and easy integration into laptops, PDA’s and mobile
•Coupled with 3G technology for high level of mobility
•Compact design for enhanced throughput and performance
Compatible With:
•Latitude E6500 / E6400 / E6400 ATG / E5400 / E4300 / E4200
•Precision M4400 NB

It's quite cool and fast as described, I used the Vodafone Mobile connect HSDPA and I can confirm the good performance.
One serious issue are the costs, as you pay for the downloaded MB once you exceed your free data limit,
Not sure if you want to use it privately, then you need to monitor the amount of downloaded data closely otherwise you will be poor very soon :-). Check at the Vodafone Home page the costs.

3G connectivity modem (Dell Wireless 5530 HSPA Mobile Broadband Minicard Modem) and SIM card reader. The SIM card reader is located in the battery compartment and according to Dell it is unlocked, so it can be used with the provider of your choice