Imagine you have a very special toy that nobody else can play with because it has a special lock. This lock only opens with a key that you have. Nobody else can use their own key, it just won't work.
Now replace the toy with a car and the lock with an immobiliser. An immobiliser is a security device that is fitted into your car to prevent anyone without a special key from starting the engine. It works by sending a secret code from the key to the car's computer which matches the code inside the immobiliser. If the codes don't match, the car won't start.
This makes it really hard for someone to steal your car because without that special key, the car will simply not start. So when you leave your car, make sure you take the key with you, because without it, your car is immobilised and nobody can drive it away.