Why do we need to use Foreign Keys? [duplicate]
It creates data integrity in the database. Consider you remove an users, then you would end up with a lot of comments linked to an invalid user if you forget to remove the comments manually with a separate query. With foreign keys you could set it to remove all the comments automatically as you remove an user (or update changes, like if you would change the user id).
Firstly - foreing key is a constraint. If you have 1-to-many or many-to-many relations in database, foreign keys will be very useful. Find more information here - Referential integrity.
Also they have some good actions - RESTRICT, CASCADE, SET NULL, NO ACTION; read this information in documentation.
So, foreign keys and database itself can do some work for you.