The fact a visitor leaves a website doesn't mean he's not interested in making a purchase. Research shows that a user must be contacted at least 5-7 times before he makes the decision to buy. Retargeting techniques allow you to find your visitor on the Internet and show him an ad wherever he is at the moment.
Imagine a visitor comes to your online store, views some products, then leaves the website. Now, wherever he is, he will see an ad reminding him of his interest in specific products.