The Common Gateway Interface (CGI) is a standard for interfacing external applications with information servers, such as HTTP or Web servers. A plain HTML document that the Web daemon retrieves is static, which means it exists in a constant state- a text file that doesn't change. A CGI program is executed in real time, so that it can output dynamic information. 

Let's give an example: Let's say you want to allow a database to be queried by anywhere around the world. You need to create a CGI program that will be executed when someone wants to query your database. CGI program will process the query and then send the information back to the client. 

The only thing need to be kept in mind is that, CGI program should not take too much time to execute. Otherwise, user will hesitate whether the link exists or not.