Conditional Compilation...

hey everyone,
i was in the cpreprocessor tutorial in the beginner C++ tutorial section.
i understood every thing in the lesson (#include, constants and macros).
but i couldn't understand a thing about the conditional compilation...
i understood what the #if #endif #elif #else #ifndef and #ifdef mean..
but i didn't understand how to put them to use...

all i wanna know is what is the use of such statements and how to use them..

PS. Explain in simple terms please, since i do not know much about c++ but i'm well-versed with all the stuff taught in the lessons in the beginner series before the c preprocessor tut.

An example

Code:

#include <iostream>
using namespace std;
int main ( ) {
    int i, sum = 0;
    for ( i = 1 ; i <= 10 ; i++ ) {
        sum += i;
#ifdef DEBUG
        cout << "Debug: i=" << i << " sum=" << sum << endl;
#endif
    }
    cout << "Sum=" << sum << endl;
    return 0;
}

To run the code normally, you would do
gcc -o prog prog.cpp
./prog
and just see the final sum.

But if it wasn't working properly, you could enable all the debugging
gcc -DDEBUG -o prog prog.cpp
./prog
Now you would see all the iterations of the loop as well.